# EDGAR Filing Document

**Accession Number:** 0000105544
**File Stem:** 0000105544-25-000014
**Filing Date:** 2025-8
**Character Count:** 944014
**Document Hash:** a8a3f028b9e1f1fa2f3577e35a013ec6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000105544-25-000014.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000105544-25-000014

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD WELLESLEY INCOME FUND
- **CENTRAL INDEX KEY:** 0000105544

**ORGANIZATION NAME:**
- **EIN:** 231711688
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01766
- **FILM NUMBER:** 251265005

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD WELLESLEY INCOME FUND/
- **DATE OF NAME CHANGE:** 20011121

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

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

#### Schedule of Investments (unaudited)
As of June 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;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| **U.S. Government and Agency Obligations (13.3%)** | **U.S. Government and Agency Obligations (13.3%)** | **U.S. Government and Agency Obligations (13.3%)** | **U.S. Government and Agency Obligations (13.3%)** | **U.S. Government and Agency Obligations (13.3%)** | **U.S. Government and Agency Obligations (13.3%)** |
| **U.S. Government Securities (13.0%)** | **U.S. Government Securities (13.0%)** | **U.S. Government Securities (13.0%)** | **U.S. Government Securities (13.0%)** | **U.S. Government Securities (13.0%)** | **U.S. Government Securities (13.0%)** |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 49891 | &nbsp;&nbsp; 50156 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 145449 | &nbsp;&nbsp; 146552 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 21240 | &nbsp;&nbsp; 20785 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 257985 | &nbsp;&nbsp; 258418 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 40000 | &nbsp;&nbsp; 40497 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 42750 | &nbsp;&nbsp; 41989 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 88000 | &nbsp;&nbsp; 87993 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 131890 | &nbsp;&nbsp; 133631 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 199173 | &nbsp;&nbsp; 199647 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 80000 | &nbsp;&nbsp; 80048 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 181281 | &nbsp;&nbsp; 183533 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 13431 | &nbsp;&nbsp; 13169 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 271340 | &nbsp;&nbsp; 271457 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 29986 | &nbsp;&nbsp; 29616 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 11500 | &nbsp;&nbsp; 11604 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 20000 | &nbsp;&nbsp; 20182 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 15520 | &nbsp;&nbsp; 15579 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 23014 | &nbsp;&nbsp; 23111 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 68359 | &nbsp;&nbsp; 69249 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 86579 | &nbsp;&nbsp; 87753 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/29/28 | &nbsp;&nbsp;&nbsp;&nbsp; 16561 | &nbsp;&nbsp; 16684 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 70000 | &nbsp;&nbsp; 70336 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 53774 | &nbsp;&nbsp; 53847 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 12580 | &nbsp;&nbsp; 12553 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 6686 | &nbsp;&nbsp; 6743 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 32567 | &nbsp;&nbsp; 32961 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 90667 | &nbsp;&nbsp; 92452 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 130336 | &nbsp;&nbsp; 133961 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 52289 | &nbsp;&nbsp; 53384 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 114070 | &nbsp;&nbsp; 114177 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 176984 | &nbsp;&nbsp; 178588 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2855 | &nbsp;&nbsp; 2676 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp; 105035 | &nbsp;&nbsp; 106898 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 177769 | &nbsp;&nbsp; 180200 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 151129 | &nbsp;&nbsp; 155863 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 71014 | &nbsp;&nbsp; 72961 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 159390 | &nbsp;&nbsp; 162379 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 158069 | &nbsp;&nbsp; 159551 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 49598 | &nbsp;&nbsp; 49358 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 153364 | &nbsp;&nbsp; 151830 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 138401 | &nbsp;&nbsp; 140401 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 137329 | &nbsp;&nbsp; 140752 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 109829 | &nbsp;&nbsp; 112017 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 148982 | &nbsp;&nbsp; 150460 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 145384 | &nbsp;&nbsp; 146747 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 51458 | &nbsp;&nbsp; 51667 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 113279 | &nbsp;&nbsp; 114385 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 188805 | &nbsp;&nbsp; 189523 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 4037 | &nbsp;&nbsp; 4237 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 10514 | &nbsp;&nbsp; 10462 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/31 | &nbsp;&nbsp;&nbsp;&nbsp; 7180 | &nbsp;&nbsp; 7319 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 5769 | &nbsp;&nbsp; 5835 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/32 | &nbsp;&nbsp;&nbsp;&nbsp; 14207 | &nbsp;&nbsp; 14546 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 29378 | &nbsp;&nbsp; 29417 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 94328 | &nbsp;&nbsp; 96900 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 37291 | &nbsp;&nbsp; 37876 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 156475 | &nbsp;&nbsp; 157006 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 213075 | &nbsp;&nbsp; 219884 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 141949 | &nbsp;&nbsp; 142171 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 152871 | &nbsp;&nbsp; 105057 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 51456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43177 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 96002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87557 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 297841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296317 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 56765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58308 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 25018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15864 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 576 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 4770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4726 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 6078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5545 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 46352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45027 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 71515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65324 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 70104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66829 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 71052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69192 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99770 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **6327245** |
| **Agency Bonds and Notes (0.0%)** | **Agency Bonds and Notes (0.0%)** | **Agency Bonds and Notes (0.0%)** | **Agency Bonds and Notes (0.0%)** | **Agency Bonds and Notes (0.0%)** | **Agency Bonds and Notes (0.0%)** |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 19800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17200 |
| **Conventional Mortgage-Backed Securities (0.1%)** | **Conventional Mortgage-Backed Securities (0.1%)** | **Conventional Mortgage-Backed Securities (0.1%)** | **Conventional Mortgage-Backed Securities (0.1%)** | **Conventional Mortgage-Backed Securities (0.1%)** | **Conventional Mortgage-Backed Securities (0.1%)** |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31–7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32–7/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 936 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27–4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 18039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16587 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp; 1.770% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 19812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15686 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 5054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4555 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 935 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **38711** |
| **Nonconventional Mortgage-Backed Securities (0.2%)** | **Nonconventional Mortgage-Backed Securities (0.2%)** | **Nonconventional Mortgage-Backed Securities (0.2%)** | **Nonconventional Mortgage-Backed Securities (0.2%)** | **Nonconventional Mortgage-Backed Securities (0.2%)** | **Nonconventional Mortgage-Backed Securities (0.2%)** |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2178 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/25/31–11/25/57 | &nbsp;&nbsp;&nbsp;&nbsp; 42416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41024 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1184 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/43 | &nbsp;&nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/43 | &nbsp;&nbsp;&nbsp;&nbsp; 2603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2498 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp;8/25/46–10/25/46 | &nbsp;&nbsp;&nbsp;&nbsp; 24362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20382 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/49 | &nbsp;&nbsp;&nbsp;&nbsp; 583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 567 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/53 | &nbsp;&nbsp;&nbsp;&nbsp; 1156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1149 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/30–2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1782 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp;3/15/31–12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 14346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13350 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1712 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **85835** |
| **Total U.S. Government and Agency Obligations (Cost $6,484,097)** | **Total U.S. Government and Agency Obligations (Cost $6,484,097)** | **Total U.S. Government and Agency Obligations (Cost $6,484,097)** | **Total U.S. Government and Agency Obligations (Cost $6,484,097)** | **Total U.S. Government and Agency Obligations (Cost $6,484,097)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6468991** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (2.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.0%)** |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Affirm Asset Securitization Trust Class A Series 2021-Z2 | &nbsp;&nbsp;&nbsp;&nbsp; 1.170% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Aligned Data Centers Issuer LLC Class A2 Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 1.937% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 34025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32886 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 42305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43692 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust Class A1 Series 2019-5 | &nbsp;&nbsp;&nbsp;&nbsp; 2.593% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/49 | &nbsp;&nbsp;&nbsp;&nbsp; 598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 590 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust Class A1 Series 2019-6 | &nbsp;&nbsp;&nbsp;&nbsp; 2.620% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/59 | &nbsp;&nbsp;&nbsp;&nbsp; 1526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1497 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust Class A1 Series 2021-6 | &nbsp;&nbsp;&nbsp;&nbsp; 1.458% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/66 | &nbsp;&nbsp;&nbsp;&nbsp; 18722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15758 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;BX Trust Class A Series 2021-ARIA, TSFR1M + 1.014% | &nbsp;&nbsp;&nbsp;&nbsp; 5.326% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 14465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14451 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Castlelake Aircraft Structured Trust Class A Series 2019-1A | &nbsp;&nbsp;&nbsp;&nbsp; 3.967% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 11105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10523 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CF Hippolyta Issuer LLC Class A1 Series 2020-1 | &nbsp;&nbsp;&nbsp;&nbsp; 1.690% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 4983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4929 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CF Hippolyta Issuer LLC Class A1 Series 2020-1A | &nbsp;&nbsp;&nbsp;&nbsp; 1.530% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 36454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35073 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CF Hippolyta Issuer LLC Class A1 Series 2022-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.970% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 3520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3529 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;DB Master Finance LLC Class A2II Series 2019-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.021% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/49 | &nbsp;&nbsp;&nbsp;&nbsp; 12752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12641 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Domino's Pizza Master Issuer LLC Class A2I Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 2.662% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/51 | &nbsp;&nbsp;&nbsp;&nbsp; 16542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15435 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Domino's Pizza Master Issuer LLC Class A2II Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 3.151% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/51 | &nbsp;&nbsp;&nbsp;&nbsp; 25903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23316 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp; 6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 28127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28549 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 13791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13890 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Class 2M2 Series 2016-C03, SOFR30A + 6.014% | &nbsp;&nbsp;&nbsp;&nbsp;10.320% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1013 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;FirstKey Homes Trust Class A Series 2021-SFR1 | &nbsp;&nbsp;&nbsp;&nbsp; 1.538% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/38 | &nbsp;&nbsp;&nbsp;&nbsp; 62280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60180 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1521 | &nbsp;&nbsp;&nbsp;&nbsp; 2.184% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 17210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13469 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K516 | &nbsp;&nbsp;&nbsp;&nbsp; 5.477% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 41561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43281 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K733 | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6231 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1512 | &nbsp;&nbsp;&nbsp;&nbsp; 3.059% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6400 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1513 | &nbsp;&nbsp;&nbsp;&nbsp; 2.797% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 7552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6569 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Seasoned Credit Risk Transfer Trust Class MA Series 2019-3 | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/58 | &nbsp;&nbsp;&nbsp;&nbsp; 16853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16247 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae REMICS Class KA Series 2021-215 | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/49 | &nbsp;&nbsp;&nbsp;&nbsp; 57820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51518 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 23030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23234 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class A Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.770% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/36 | &nbsp;&nbsp;&nbsp;&nbsp; 31269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32716 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Home Partners of America Trust Class A Series 2021-2 | &nbsp;&nbsp;&nbsp;&nbsp; 1.901% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 29476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28382 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.270% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 29595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29949 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Horizon Aircraft Finance II Ltd. Class A Series 2019-1 | &nbsp;&nbsp;&nbsp;&nbsp; 3.721% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 3236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3126 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Horizon Aircraft Finance III Ltd. Class A Series 2019-2 | &nbsp;&nbsp;&nbsp;&nbsp; 3.425% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 6292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5981 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;MACH 1 Cayman Ltd. Class A Series 2019-1 | &nbsp;&nbsp;&nbsp;&nbsp; 3.474% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 3792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3690 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;MAPS Ltd. Class A Series 2019-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.458% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 1383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1363 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;New Economy Assets Phase 1 Sponsor LLC Class A1 Series 2021-1 | &nbsp;&nbsp;&nbsp;&nbsp; 1.910% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/61 | &nbsp;&nbsp;&nbsp;&nbsp; 47555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44772 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;OneMain Direct Auto Receivables Trust Class A Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 0.870% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3345 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Retained Vantage Data Centers Issuer LLC Class A2A Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 44028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43657 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;RFR Trust Class A Series 2025-SGRM | &nbsp;&nbsp;&nbsp;&nbsp; 5.562% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/41 | &nbsp;&nbsp;&nbsp;&nbsp; 36239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36928 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;SoFi Professional Loan Program Trust Class AFX Series 2021-B | &nbsp;&nbsp;&nbsp;&nbsp; 1.140% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 10037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8740 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Start II Ltd. Class A Series 2019-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.089% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 7122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7051 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Taco Bell Funding LLC Class A2I Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 1.946% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/51 | &nbsp;&nbsp;&nbsp;&nbsp; 20210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19263 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Taco Bell Funding LLC Class A2II Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 2.294% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/51 | &nbsp;&nbsp;&nbsp;&nbsp; 36077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32806 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2024-D | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 19610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19693 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Vantage Data Centers Issuer LLC Class A2 Series 2020-1A | &nbsp;&nbsp;&nbsp;&nbsp; 1.645% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 28188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27968 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Vantage Data Centers Issuer LLC Class A2 Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 2.165% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 38425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37030 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Wheels Fleet Lease Funding 1 LLC Class A Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/38 | &nbsp;&nbsp;&nbsp;&nbsp; 25996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26166 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Wheels Fleet Lease Funding 1 LLC Class A Series 2023-2A | &nbsp;&nbsp;&nbsp;&nbsp; 6.460% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/38 | &nbsp;&nbsp;&nbsp;&nbsp; 49536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50211 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Wheels Fleet Lease Funding 1 LLC Class A1 Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.870% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/39 | &nbsp;&nbsp;&nbsp;&nbsp; 18756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18860 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $982,490)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $982,490)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $982,490)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $982,490)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $982,490)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**966628** |
| **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 (2.1%)** | **Communications (2.1%)** | **Communications (2.1%)** | **Communications (2.1%)** | **Communications (2.1%)** | **Communications (2.1%)** |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 2725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2683 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/65 | &nbsp;&nbsp;&nbsp;&nbsp; 2480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2429 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24816 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/40 | &nbsp;&nbsp;&nbsp;&nbsp; 10010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10448 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 71900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65156 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 81200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83562 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 24405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23253 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 3825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3000 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 10645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8968 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 2720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2253 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 1686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1196 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/59 | &nbsp;&nbsp;&nbsp;&nbsp; 26635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17861 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5080 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 21136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15081 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 7310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5010 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 5020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4160 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.969% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 37006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28440 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.887% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 30313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18426 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 35080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19072 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.937% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/56 | &nbsp;&nbsp;&nbsp;&nbsp; 146146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85794 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.987% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/63 | &nbsp;&nbsp;&nbsp;&nbsp; 90054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50634 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cox Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 58525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54756 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 29016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29732 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 29815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29802 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 22405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21843 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 15300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15436 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2151 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NBN Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 25935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24934 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NBN Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/31 | &nbsp;&nbsp;&nbsp;&nbsp; 38645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34911 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NBN Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/32 | &nbsp;&nbsp;&nbsp;&nbsp; 68983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60200 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NTT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.162% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 76700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74823 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NTT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.065% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/31 | &nbsp;&nbsp;&nbsp;&nbsp; 9240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8057 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 6990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7049 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ooredoo International Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/31 | &nbsp;&nbsp;&nbsp;&nbsp; 45300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40780 |
|  | &nbsp;&nbsp;&nbsp;Orange SA | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 47066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57172 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 42480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40150 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 19225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18667 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 15310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13716 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 5105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4426 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 4964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3629 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1818 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2130 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/40 | &nbsp;&nbsp;&nbsp;&nbsp; 17538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14392 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1037896** |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Consumer Discretionary (1.3%)** | **Consumer Discretionary (1.3%)** | **Consumer Discretionary (1.3%)** | **Consumer Discretionary (1.3%)** | **Consumer Discretionary (1.3%)** | **Consumer Discretionary (1.3%)** |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/32 | &nbsp;&nbsp;&nbsp;&nbsp; 75375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72131 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/41 | &nbsp;&nbsp;&nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1567 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/44 | &nbsp;&nbsp;&nbsp;&nbsp; 15220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14742 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/52 | &nbsp;&nbsp;&nbsp;&nbsp; 13265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10467 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/57 | &nbsp;&nbsp;&nbsp;&nbsp; 32895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26950 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 34925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32812 |
|  | &nbsp;&nbsp;&nbsp;Brown University | &nbsp;&nbsp;&nbsp;&nbsp; 2.924% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 4695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3096 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 8020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8212 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 45457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45467 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/34 | &nbsp;&nbsp;&nbsp;&nbsp; 7610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7757 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 3775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4330 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 31000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30889 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 26850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25900 |
|  | &nbsp;&nbsp;&nbsp;Georgetown University | &nbsp;&nbsp;&nbsp;&nbsp; 4.315% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 8323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6874 |
|  | &nbsp;&nbsp;&nbsp;Georgetown University | &nbsp;&nbsp;&nbsp;&nbsp; 2.943% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 6630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4272 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 18010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18476 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 8465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7295 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 30653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28382 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 29353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23431 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5170 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 25110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21619 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 18668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15629 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/48 | &nbsp;&nbsp;&nbsp;&nbsp; 12020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10306 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 2435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1638 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1543 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 2435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1373 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 11970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7329 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 30835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22430 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 850 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/54 | &nbsp;&nbsp;&nbsp;&nbsp; 14161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13589 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Capital America | &nbsp;&nbsp;&nbsp;&nbsp; 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 36110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34857 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Johns Hopkins University | &nbsp;&nbsp;&nbsp;&nbsp; 4.083% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 6980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5576 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 72000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70586 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Northeastern University | &nbsp;&nbsp;&nbsp;&nbsp; 2.894% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 8570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5580 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Northwestern University | &nbsp;&nbsp;&nbsp;&nbsp; 2.640% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 454 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 12705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12863 |
|  | &nbsp;&nbsp;&nbsp;Trustees of Princeton University | &nbsp;&nbsp;&nbsp;&nbsp; 2.516% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 1824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1123 |
|  | &nbsp;&nbsp;&nbsp;Trustees of Princeton University | &nbsp;&nbsp;&nbsp;&nbsp; 4.201% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 1968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1648 |
|  | &nbsp;&nbsp;&nbsp;Trustees of the University of Pennsylvania | &nbsp;&nbsp;&nbsp;&nbsp; 2.396% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 5637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3258 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;University of Chicago | &nbsp;&nbsp;&nbsp;&nbsp; 2.761% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 9540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7388 |
|  | &nbsp;&nbsp;&nbsp;University of Southern California | &nbsp;&nbsp;&nbsp;&nbsp; 4.976% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 15670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14448 |
|  | &nbsp;&nbsp;&nbsp;Yale University | &nbsp;&nbsp;&nbsp;&nbsp; 2.402% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 740 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **633047** |
| **Consumer Staples (1.9%)** | **Consumer Staples (1.9%)** | **Consumer Staples (1.9%)** | **Consumer Staples (1.9%)** | **Consumer Staples (1.9%)** | **Consumer Staples (1.9%)** |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 23160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22597 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 66766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61157 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1744 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/39 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 839 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 41888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39534 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/49 | &nbsp;&nbsp;&nbsp;&nbsp; 37782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37548 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/59 | &nbsp;&nbsp;&nbsp;&nbsp; 2451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2511 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 1780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1592 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.079% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/43 | &nbsp;&nbsp;&nbsp;&nbsp; 11080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12227 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.540% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2585 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2226 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 12458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12840 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Danone SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.947% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp; 68785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67563 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 14420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13377 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/30 | &nbsp;&nbsp;&nbsp;&nbsp; 11315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10177 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Imperial Brands Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 16720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16715 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 20475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20447 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/66 | &nbsp;&nbsp;&nbsp;&nbsp; 18295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18395 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 31015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31966 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 22495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22757 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/43 | &nbsp;&nbsp;&nbsp;&nbsp; 15210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14690 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/53 | &nbsp;&nbsp;&nbsp;&nbsp; 12140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11274 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;L'Oreal SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; 22685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23075 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 25345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25676 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5472 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 29060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29402 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 14505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14518 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 21305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21251 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 34170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34851 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 21285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22348 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 107883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111006 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 11665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12014 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 18095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18225 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 86234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89064 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/34 | &nbsp;&nbsp;&nbsp;&nbsp; 16435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16757 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 6383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5555 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/42 | &nbsp;&nbsp;&nbsp;&nbsp; 17272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15225 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/43 | &nbsp;&nbsp;&nbsp;&nbsp; 13565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11336 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 15078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13802 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/44 | &nbsp;&nbsp;&nbsp;&nbsp; 19410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16442 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **910780** |
| **Energy (2.8%)** | **Energy (2.8%)** | **Energy (2.8%)** | **Energy (2.8%)** | **Energy (2.8%)** | **Energy (2.8%)** |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.749% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 23705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20836 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.721% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp; 54484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48727 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.812% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/33 | &nbsp;&nbsp;&nbsp;&nbsp; 41935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41874 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.893% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/33 | &nbsp;&nbsp;&nbsp;&nbsp; 39620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39682 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.227% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/34 | &nbsp;&nbsp;&nbsp;&nbsp; 33715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34278 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.772% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 17760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10855 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.939% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/51 | &nbsp;&nbsp;&nbsp;&nbsp; 12550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7875 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.001% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp; 44080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27811 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.379% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/61 | &nbsp;&nbsp;&nbsp;&nbsp; 19795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12772 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/33 | &nbsp;&nbsp;&nbsp;&nbsp; 19940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20807 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Holding Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.097% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 7195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7228 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Holding Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.681% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 4070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4114 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.927% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 11685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12335 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.036% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 6545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6871 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.497% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 39029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40338 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.544% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 853 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.758% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 11185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8949 |
|  | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 19580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18476 |
|  | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 14190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12415 |
|  | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 7003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5921 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;EIG Pearl Holdings Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 3.545% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/36 | &nbsp;&nbsp;&nbsp;&nbsp; 19886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17694 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;EIG Pearl Holdings Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 4.387% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/46 | &nbsp;&nbsp;&nbsp;&nbsp; 24880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19337 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 4250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4293 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; 6840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6954 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 10606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11478 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2785 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 9459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9665 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 16575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17983 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1114 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 4335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3910 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4129 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4933 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 16385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14609 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 14405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13689 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 18022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17747 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Eni SpA | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 19305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18666 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 10760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10845 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4494 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/55 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2122 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 59622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56869 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/35 | &nbsp;&nbsp;&nbsp;&nbsp; 59218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60224 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.610% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 31045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28735 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.114% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 7945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6525 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.160% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/34 | &nbsp;&nbsp;&nbsp;&nbsp; 38678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34274 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.940% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/40 | &nbsp;&nbsp;&nbsp;&nbsp; 34399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28186 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 5.853% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/36 | &nbsp;&nbsp;&nbsp;&nbsp; 14255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14393 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 6.129% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/38 | &nbsp;&nbsp;&nbsp;&nbsp; 6563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6757 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 6.510% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/42 | &nbsp;&nbsp;&nbsp;&nbsp; 27045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27950 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 6.103% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/42 | &nbsp;&nbsp;&nbsp;&nbsp; 23730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23710 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 10600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10983 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 16460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16318 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 825 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;QatarEnergy | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/41 | &nbsp;&nbsp;&nbsp;&nbsp; 23670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17410 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Saudi Arabian Oil Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/35 | &nbsp;&nbsp;&nbsp;&nbsp; 28795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28920 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Saudi Arabian Oil Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/55 | &nbsp;&nbsp;&nbsp;&nbsp; 23000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23091 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Schlumberger Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 20724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20504 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Schlumberger Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 12140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12466 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/35 | &nbsp;&nbsp;&nbsp;&nbsp; 40575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38338 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/43 | &nbsp;&nbsp;&nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2119 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/45 | &nbsp;&nbsp;&nbsp;&nbsp; 92431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78233 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/46 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1440 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp; 10795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10999 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/51 | &nbsp;&nbsp;&nbsp;&nbsp; 47570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30614 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 10280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10660 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 9835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10347 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 33905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34075 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 26975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26416 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/34 | &nbsp;&nbsp;&nbsp;&nbsp; 16960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17372 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.488% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/54 | &nbsp;&nbsp;&nbsp;&nbsp; 14600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14049 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.275% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/54 | &nbsp;&nbsp;&nbsp;&nbsp; 35960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33686 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.638% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/64 | &nbsp;&nbsp;&nbsp;&nbsp; 18665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18092 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.425% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/64 | &nbsp;&nbsp;&nbsp;&nbsp; 28545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26699 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 8385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8216 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Whistler Pipeline LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 6430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6509 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Whistler Pipeline LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 4820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4918 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1360531** |
| **Financials (18.6%)** | **Financials (18.6%)** | **Financials (18.6%)** | **Financials (18.6%)** | **Financials (18.6%)** | **Financials (18.6%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 32130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33081 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/31 | &nbsp;&nbsp;&nbsp;&nbsp; 32900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32333 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52658 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1277 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AIB Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.871% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/35 | &nbsp;&nbsp;&nbsp;&nbsp; 5785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5970 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/33 | &nbsp;&nbsp;&nbsp;&nbsp; 17610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18049 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/35 | &nbsp;&nbsp;&nbsp;&nbsp; 6152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6391 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 4153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3175 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.731% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 17535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17725 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.489% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 9945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10837 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.043% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 60601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61136 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/34 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 845 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.915% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1150 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.284% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/35 | &nbsp;&nbsp;&nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4560 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.442% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/36 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2245 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.667% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3315 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7415 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/33 | &nbsp;&nbsp;&nbsp;&nbsp; 4590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4666 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 10840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9615 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 7333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7682 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/32 | &nbsp;&nbsp;&nbsp;&nbsp; 14270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14159 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 6695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6865 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. / Aon Global Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 13420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13083 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 6445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6449 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.349% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 30160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30633 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.985% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 646 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 2.717% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 42315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39461 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.583% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26241 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.721% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 33794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33696 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 34978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35741 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 2720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2682 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/55 | &nbsp;&nbsp;&nbsp;&nbsp; 13475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13851 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Aviation Capital Group LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 23950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23173 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.365% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 27600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28096 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.749% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/30 | &nbsp;&nbsp;&nbsp;&nbsp; 10200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9085 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.559% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 41870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41569 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.593% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 35495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34946 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.419% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 48603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47499 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.202% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 7220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7379 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.271% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 72640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72439 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.974% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 69430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68366 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.194% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 33250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31653 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.162% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 31115 | &nbsp;&nbsp; 31893 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.496% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 99085 | &nbsp;&nbsp; 90520 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.592% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp; 2012 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.687% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 31625 | &nbsp;&nbsp; 28396 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.572% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 21500 | &nbsp;&nbsp; 18925 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.015% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/33 | &nbsp;&nbsp;&nbsp;&nbsp; 3915 | &nbsp;&nbsp; 3961 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.511% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/36 | &nbsp;&nbsp;&nbsp;&nbsp; 26815 | &nbsp;&nbsp; 27579 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.110% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/37 | &nbsp;&nbsp;&nbsp;&nbsp; 30000 | &nbsp;&nbsp; 31697 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.846% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/37 | &nbsp;&nbsp;&nbsp;&nbsp; 50484 | &nbsp;&nbsp; 46186 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/42 | &nbsp;&nbsp;&nbsp;&nbsp; 8770 | &nbsp;&nbsp; 9164 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.311% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp; 25000 | &nbsp;&nbsp; 19192 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/44 | &nbsp;&nbsp;&nbsp;&nbsp; 24180 | &nbsp;&nbsp; 22847 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.946% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/49 | &nbsp;&nbsp;&nbsp;&nbsp; 5290 | &nbsp;&nbsp; 4144 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.330% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 35955 | &nbsp;&nbsp; 29858 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.972% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/52 | &nbsp;&nbsp;&nbsp;&nbsp; 29030 | &nbsp;&nbsp; 18750 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.729% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 8780 | &nbsp;&nbsp; 8900 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.060% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 | &nbsp;&nbsp; 1912 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.834% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 24651 | &nbsp;&nbsp; 26147 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.706% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 14775 | &nbsp;&nbsp; 14611 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.967% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/34 | &nbsp;&nbsp;&nbsp;&nbsp; 29313 | &nbsp;&nbsp; 29413 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/26 | &nbsp;&nbsp;&nbsp;&nbsp; 52930 | &nbsp;&nbsp; 53691 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp; 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 12170 | &nbsp;&nbsp; 11778 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp; 1.604% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 33875 | &nbsp;&nbsp; 32722 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.538% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 32665 | &nbsp;&nbsp; 33867 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.086% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 22075 | &nbsp;&nbsp; 22353 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.690% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/30 | &nbsp;&nbsp;&nbsp;&nbsp; 15000 | &nbsp;&nbsp; 15522 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Beacon Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp; 6.266% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 35870 | &nbsp;&nbsp; 35506 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Belrose Funding Trust II | &nbsp;&nbsp;&nbsp;&nbsp; 6.792% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 16355 | &nbsp;&nbsp; 16702 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/55 | &nbsp;&nbsp;&nbsp;&nbsp; 6585 | &nbsp;&nbsp; 6419 |
|  | &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 20194 | &nbsp;&nbsp; 17420 |
|  | &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 34327 | &nbsp;&nbsp; 34708 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Blackstone Holdings Finance Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 19945 | &nbsp;&nbsp; 17212 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Reg Finance Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/34 | &nbsp;&nbsp;&nbsp;&nbsp; 4590 | &nbsp;&nbsp; 4569 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 74220 | &nbsp;&nbsp; 72557 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.591% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 58145 | &nbsp;&nbsp; 56438 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.335% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 20000 | &nbsp;&nbsp; 20452 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.786% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/33 | &nbsp;&nbsp;&nbsp;&nbsp; 24920 | &nbsp;&nbsp; 25922 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.045% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 24910 | &nbsp;&nbsp; 24090 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 64900 | &nbsp;&nbsp; 63476 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.281% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 7710 | &nbsp;&nbsp; 7921 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 48550 | &nbsp;&nbsp; 45037 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.876% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/31 | &nbsp;&nbsp;&nbsp;&nbsp; 18545 | &nbsp;&nbsp; 19252 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.389% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/31 | &nbsp;&nbsp;&nbsp;&nbsp; 14870 | &nbsp;&nbsp; 15141 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 7.003% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/34 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 907 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.936% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/35 | &nbsp;&nbsp;&nbsp;&nbsp; 8555 | &nbsp;&nbsp; 8780 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Brighthouse Financial Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 37050 | &nbsp;&nbsp; 36041 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Brighthouse Financial Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 27235 | &nbsp;&nbsp; 25098 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Brighthouse Financial Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 33368 | &nbsp;&nbsp; 34123 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 10315 | &nbsp;&nbsp; 10412 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/32 | &nbsp;&nbsp;&nbsp;&nbsp; 2310 | &nbsp;&nbsp; 2355 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;CaixaBank SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.634% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25740 | &nbsp;&nbsp; 25805 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;CaixaBank SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.885% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/31 | &nbsp;&nbsp;&nbsp;&nbsp; 23925 | &nbsp;&nbsp; 24034 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 5.237% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 29945 | &nbsp;&nbsp; 30476 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 4.508% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 25435 | &nbsp;&nbsp; 25477 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 4.631% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/30 | &nbsp;&nbsp;&nbsp;&nbsp; 26690 | &nbsp;&nbsp; 26700 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.149% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/27 | &nbsp;&nbsp;&nbsp;&nbsp; 14255 | &nbsp;&nbsp; 14735 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.312% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1111 | &nbsp;&nbsp; 1166 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 3740 | &nbsp;&nbsp; 3869 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.624% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 6325 | &nbsp;&nbsp; 7146 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.817% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 6750 | &nbsp;&nbsp; 6961 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.377% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/34 | &nbsp;&nbsp;&nbsp;&nbsp; 56040 | &nbsp;&nbsp; 59620 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.051% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 36089 | &nbsp;&nbsp; 37655 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.884% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/35 | &nbsp;&nbsp;&nbsp;&nbsp; 39807 | &nbsp;&nbsp; 41038 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.183% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/36 | &nbsp;&nbsp;&nbsp;&nbsp; 11250 | &nbsp;&nbsp; 11434 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 14840 | &nbsp;&nbsp; 14615 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 30339 | &nbsp;&nbsp; 28712 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/45 | &nbsp;&nbsp;&nbsp;&nbsp; 18616 | &nbsp;&nbsp; 16106 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.462% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 90770 | &nbsp;&nbsp; 88204 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 8695 | &nbsp;&nbsp; 8635 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.520% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 33358 | &nbsp;&nbsp; 32666 |

---

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.174% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 4500 | &nbsp;&nbsp; 4590 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.878% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/39 | &nbsp;&nbsp;&nbsp;&nbsp; 37225 | &nbsp;&nbsp; 32074 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/42 | &nbsp;&nbsp;&nbsp;&nbsp; 7460 | &nbsp;&nbsp; 7717 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.904% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/42 | &nbsp;&nbsp;&nbsp;&nbsp; 19070 | &nbsp;&nbsp; 13522 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/44 | &nbsp;&nbsp;&nbsp;&nbsp; 12142 | &nbsp;&nbsp; 11361 |
|  | &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.841% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 5170 | &nbsp;&nbsp; 5353 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNO Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 29098 | &nbsp;&nbsp; 29882 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNO Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 5710 | &nbsp;&nbsp; 5760 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNO Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 22195 | &nbsp;&nbsp; 20732 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;&nbsp; 5.071% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 35285 | &nbsp;&nbsp; 36342 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;&nbsp; 2.688% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/31 | &nbsp;&nbsp;&nbsp;&nbsp; 70000 | &nbsp;&nbsp; 62324 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp; 1.106% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/27 | &nbsp;&nbsp;&nbsp;&nbsp; 25065 | &nbsp;&nbsp; 24512 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp; 4.655% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 42315 | &nbsp;&nbsp; 42524 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/32 | &nbsp;&nbsp;&nbsp;&nbsp; 24463 | &nbsp;&nbsp; 22962 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 7560 | &nbsp;&nbsp; 7956 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/42 | &nbsp;&nbsp;&nbsp;&nbsp; 5430 | &nbsp;&nbsp; 4552 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/52 | &nbsp;&nbsp;&nbsp;&nbsp; 6265 | &nbsp;&nbsp; 5011 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/26 | &nbsp;&nbsp;&nbsp;&nbsp; 17540 | &nbsp;&nbsp; 17764 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 8200 | &nbsp;&nbsp; 8560 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 21620 | &nbsp;&nbsp; 22145 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 28580 | &nbsp;&nbsp; 29271 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.631% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 27255 | &nbsp;&nbsp; 27286 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp; 6.316% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/29 | &nbsp;&nbsp;&nbsp;&nbsp; 7398 | &nbsp;&nbsp; 7774 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.862% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/36 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp; 2281 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Danske Bank A/S | &nbsp;&nbsp;&nbsp;&nbsp; 6.259% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 33405 | &nbsp;&nbsp; 33506 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Danske Bank A/S | &nbsp;&nbsp;&nbsp;&nbsp; 1.549% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 55390 | &nbsp;&nbsp; 53511 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Danske Bank A/S | &nbsp;&nbsp;&nbsp;&nbsp; 5.705% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 4510 | &nbsp;&nbsp; 4675 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 6.720% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3555 | &nbsp;&nbsp; 3732 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 6.819% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 6535 | &nbsp;&nbsp; 6967 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DNB Bank ASA | &nbsp;&nbsp;&nbsp;&nbsp; 1.535% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 51450 | &nbsp;&nbsp; 50129 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DNB Bank ASA | &nbsp;&nbsp;&nbsp;&nbsp; 1.605% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 45295 | &nbsp;&nbsp; 43163 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 26910 | &nbsp;&nbsp; 26124 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 12195 | &nbsp;&nbsp; 11767 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/27 | &nbsp;&nbsp;&nbsp;&nbsp; 33510 | &nbsp;&nbsp; 31446 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 30265 | &nbsp;&nbsp; 28298 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec | &nbsp;&nbsp;&nbsp;&nbsp; 5.147% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 33100 | &nbsp;&nbsp; 34283 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 48480 | &nbsp;&nbsp; 49791 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 4.055% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 24480 | &nbsp;&nbsp; 24319 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Five Corners Funding Trust III | &nbsp;&nbsp;&nbsp;&nbsp; 5.791% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 26645 | &nbsp;&nbsp; 27665 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Five Corners Funding Trust IV | &nbsp;&nbsp;&nbsp;&nbsp; 5.997% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 48671 | &nbsp;&nbsp; 49557 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GA Global Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 28900 | &nbsp;&nbsp; 28860 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GA Global Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 14414 | &nbsp;&nbsp; 14766 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GA Global Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/9/31 | &nbsp;&nbsp;&nbsp;&nbsp; 13185 | &nbsp;&nbsp; 13218 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GA Global Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/35 | &nbsp;&nbsp;&nbsp;&nbsp; 13193 | &nbsp;&nbsp; 13395 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.542% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 43275 | &nbsp;&nbsp; 41788 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.691% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp; 18625 | &nbsp;&nbsp; 18367 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.814% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 65985 | &nbsp;&nbsp; 64903 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.223% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50790 | &nbsp;&nbsp; 50505 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 17620 | &nbsp;&nbsp; 17193 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.218% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 58000 | &nbsp;&nbsp; 59475 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.615% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 88650 | &nbsp;&nbsp; 78853 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.383% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 93002 | &nbsp;&nbsp; 81223 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 24510 | &nbsp;&nbsp; 21621 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.102% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/33 | &nbsp;&nbsp;&nbsp;&nbsp; 15000 | &nbsp;&nbsp; 13504 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.210% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp; 10000 | &nbsp;&nbsp; 7475 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/44 | &nbsp;&nbsp;&nbsp;&nbsp; 19895 | &nbsp;&nbsp; 17881 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.887% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 43923 | &nbsp;&nbsp; 44540 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.041% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 10520 | &nbsp;&nbsp; 10433 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.597% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 72900 | &nbsp;&nbsp; 74294 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.013% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 10000 | &nbsp;&nbsp; 9473 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 7.390% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 36110 | &nbsp;&nbsp; 38333 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.899% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/29 | &nbsp;&nbsp;&nbsp;&nbsp; 24235 | &nbsp;&nbsp; 24434 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.583% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 12215 | &nbsp;&nbsp; 12232 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.240% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 28200 | &nbsp;&nbsp; 28722 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.357% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/31 | &nbsp;&nbsp;&nbsp;&nbsp; 59585 | &nbsp;&nbsp; 52900 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp; 15800 | &nbsp;&nbsp; 17878 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/36 | &nbsp;&nbsp;&nbsp;&nbsp; 19800 | &nbsp;&nbsp; 21445 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/42 | &nbsp;&nbsp;&nbsp;&nbsp; 18700 | &nbsp;&nbsp; 19770 |
|  | &nbsp;&nbsp;&nbsp;Huntington National Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.552% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 17175 | &nbsp;&nbsp; 17228 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/27 | &nbsp;&nbsp;&nbsp;&nbsp; 31310 | &nbsp;&nbsp; 31164 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp; 1.726% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 33125 | &nbsp;&nbsp; 32445 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 17315 | &nbsp;&nbsp; 17370 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 16125 | &nbsp;&nbsp; 13386 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp; 293 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 62403 | &nbsp;&nbsp; 40747 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 39053 | &nbsp;&nbsp; 35294 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 27695 | &nbsp;&nbsp; 16828 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Jackson National Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 16565 | &nbsp;&nbsp; 16901 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Jackson National Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp; 21415 | &nbsp;&nbsp; 21550 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 9275 | &nbsp;&nbsp; 9316 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.851% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 4500 | &nbsp;&nbsp; 4547 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.069% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 14530 | &nbsp;&nbsp; 13636 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.452% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 55000 | &nbsp;&nbsp; 55109 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.012% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 4500 | &nbsp;&nbsp; 4583 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.702% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 18940 | &nbsp;&nbsp; 18439 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.603% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 36975 | &nbsp;&nbsp; 37104 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.140% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 13305 | &nbsp;&nbsp; 13649 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.953% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/32 | &nbsp;&nbsp;&nbsp;&nbsp; 17965 | &nbsp;&nbsp; 15585 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.580% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 22175 | &nbsp;&nbsp; 19804 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.912% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 15000 | &nbsp;&nbsp; 15087 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.294% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/35 | &nbsp;&nbsp;&nbsp;&nbsp; 51400 | &nbsp;&nbsp; 52328 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.109% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/41 | &nbsp;&nbsp;&nbsp;&nbsp; 38075 | &nbsp;&nbsp; 29124 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 70000 | &nbsp;&nbsp; 71846 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/42 | &nbsp;&nbsp;&nbsp;&nbsp; 16235 | &nbsp;&nbsp; 16270 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.157% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp; 19440 | &nbsp;&nbsp; 14672 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/43 | &nbsp;&nbsp;&nbsp;&nbsp; 13500 | &nbsp;&nbsp; 13594 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 12000 | &nbsp;&nbsp; 10968 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.964% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 170360 | &nbsp;&nbsp; 136266 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.109% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/51 | &nbsp;&nbsp;&nbsp;&nbsp; 38610 | &nbsp;&nbsp; 25970 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KBC Group NV | &nbsp;&nbsp;&nbsp;&nbsp; 5.796% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 4168 | &nbsp;&nbsp; 4301 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KBC Group NV | &nbsp;&nbsp;&nbsp;&nbsp; 6.324% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/34 | &nbsp;&nbsp;&nbsp;&nbsp; 24030 | &nbsp;&nbsp; 25705 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Liberty Mutual Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.569% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 7604 | &nbsp;&nbsp; 7612 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Liberty Mutual Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 28825 | &nbsp;&nbsp; 26646 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lincoln Financial Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 6915 | &nbsp;&nbsp; 6965 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.087% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 19690 | &nbsp;&nbsp; 19949 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.721% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/30 | &nbsp;&nbsp;&nbsp;&nbsp; 5400 | &nbsp;&nbsp; 5609 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.679% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/35 | &nbsp;&nbsp;&nbsp;&nbsp; 10000 | &nbsp;&nbsp; 10263 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lseg US Fin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.297% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/34 | &nbsp;&nbsp;&nbsp;&nbsp; 7265 | &nbsp;&nbsp; 7450 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;LSEGA Financing plc | &nbsp;&nbsp;&nbsp;&nbsp; 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 97795 | &nbsp;&nbsp; 95473 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;LSEGA Financing plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 63125 | &nbsp;&nbsp; 59419 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;LSEGA Financing plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/31 | &nbsp;&nbsp;&nbsp;&nbsp; 8747 | &nbsp;&nbsp; 7813 |
|  | &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.413% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 15111 | &nbsp;&nbsp; 16396 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Macquarie Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.935% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 42250 | &nbsp;&nbsp; 40362 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Macquarie Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.871% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/33 | &nbsp;&nbsp;&nbsp;&nbsp; 28815 | &nbsp;&nbsp; 25125 |
|  | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 59086 | &nbsp;&nbsp; 59609 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 10280 | &nbsp;&nbsp; 6449 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Mutual Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/61 | &nbsp;&nbsp;&nbsp;&nbsp; 19410 | &nbsp;&nbsp; 11716 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Met Tower Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 9525 | &nbsp;&nbsp; 9818 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/42 | &nbsp;&nbsp;&nbsp;&nbsp; 5300 | &nbsp;&nbsp; 4455 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/43 | &nbsp;&nbsp;&nbsp;&nbsp; 17500 | &nbsp;&nbsp; 16062 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 29970 | &nbsp;&nbsp; 29641 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 43250 | &nbsp;&nbsp; 42125 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 23695 | &nbsp;&nbsp; 23587 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/32 | &nbsp;&nbsp;&nbsp;&nbsp; 61345 | &nbsp;&nbsp; 53112 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/33 | &nbsp;&nbsp;&nbsp;&nbsp; 16670 | &nbsp;&nbsp; 16914 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 7.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 25000 | &nbsp;&nbsp; 25247 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.017% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 24105 | &nbsp;&nbsp; 24402 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 36950 | &nbsp;&nbsp; 36489 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 15000 | &nbsp;&nbsp; 14979 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 31000 | &nbsp;&nbsp; 30742 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 3.772% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 56830 | &nbsp;&nbsp; 55959 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 22260 | &nbsp;&nbsp; 22826 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 2.699% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/31 | &nbsp;&nbsp;&nbsp;&nbsp; 72345 | &nbsp;&nbsp; 66678 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 51100 | &nbsp;&nbsp; 58836 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 2.239% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 9815 | &nbsp;&nbsp; 8501 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 2.511% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 90340 | &nbsp;&nbsp; 79148 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 2.943% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/33 | &nbsp;&nbsp;&nbsp;&nbsp; 5754 | &nbsp;&nbsp; 5135 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 4.889% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/33 | &nbsp;&nbsp;&nbsp;&nbsp; 2815 | &nbsp;&nbsp; 2818 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.466% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/35 | &nbsp;&nbsp;&nbsp;&nbsp; 9260 | &nbsp;&nbsp; 9470 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.587% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/36 | &nbsp;&nbsp;&nbsp;&nbsp; 12705 | &nbsp;&nbsp; 13063 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 2.484% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/36 | &nbsp;&nbsp;&nbsp;&nbsp; 45480 | &nbsp;&nbsp; 38638 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.297% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/37 | &nbsp;&nbsp;&nbsp;&nbsp; 14345 | &nbsp;&nbsp; 14275 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.948% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/38 | &nbsp;&nbsp;&nbsp;&nbsp; 50276 | &nbsp;&nbsp; 51709 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/45 | &nbsp;&nbsp;&nbsp;&nbsp; 24705 | &nbsp;&nbsp; 21052 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mutual of Omaha Cos. Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 14450 | &nbsp;&nbsp; 14734 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 16164 | &nbsp;&nbsp; 16838 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/52 | &nbsp;&nbsp;&nbsp;&nbsp; 5892 | &nbsp;&nbsp; 4409 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 11300 | &nbsp;&nbsp; 11524 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/63 | &nbsp;&nbsp;&nbsp;&nbsp; 4495 | &nbsp;&nbsp; 4595 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.905% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 60000 | &nbsp;&nbsp; 59845 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.134% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 47132 | &nbsp;&nbsp; 48770 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.332% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/30 | &nbsp;&nbsp;&nbsp;&nbsp; 83980 | &nbsp;&nbsp; 74304 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;National Securities Clearing Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 54105 | &nbsp;&nbsp; 55371 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nationwide Financial Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/49 | &nbsp;&nbsp;&nbsp;&nbsp; 47630 | &nbsp;&nbsp; 35587 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nationwide Mutual Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/50 | &nbsp;&nbsp;&nbsp;&nbsp; 66415 | &nbsp;&nbsp; 51200 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 1.642% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 30570 | &nbsp;&nbsp; 29748 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NBK SPC Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 67250 | &nbsp;&nbsp; 64830 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;New York Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/34 | &nbsp;&nbsp;&nbsp;&nbsp; 35520 | &nbsp;&nbsp; 35765 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;New York Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 44785 | &nbsp;&nbsp; 46962 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;New York Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 17810 | &nbsp;&nbsp; 13152 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;New York Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/69 | &nbsp;&nbsp;&nbsp;&nbsp; 14535 | &nbsp;&nbsp; 11318 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nordea Bank Abp | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 65000 | &nbsp;&nbsp; 62839 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Northwestern Mutual Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/31 | &nbsp;&nbsp;&nbsp;&nbsp; 23720 | &nbsp;&nbsp; 24328 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Northwestern Mutual Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/47 | &nbsp;&nbsp;&nbsp;&nbsp; 28508 | &nbsp;&nbsp; 21680 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Northwestern Mutual Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/59 | &nbsp;&nbsp;&nbsp;&nbsp; 9060 | &nbsp;&nbsp; 6205 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nuveen LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 3630 | &nbsp;&nbsp; 3781 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nuveen LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 8225 | &nbsp;&nbsp; 8560 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Omnis Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp; 6.722% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 22105 | &nbsp;&nbsp; 22895 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Pacific LifeCorp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 29000 | &nbsp;&nbsp; 27699 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 44935 | &nbsp;&nbsp; 46269 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 40085 | &nbsp;&nbsp; 41212 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 36460 | &nbsp;&nbsp; 38000 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 5220 | &nbsp;&nbsp; 5354 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 6485 | &nbsp;&nbsp; 6638 |
|  | &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 42485 | &nbsp;&nbsp; 41446 |
|  | &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 30960 | &nbsp;&nbsp; 30221 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Pricoa Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 33652 | &nbsp;&nbsp; 34437 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Pricoa Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 5650 | &nbsp;&nbsp; 5712 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Pricoa Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/31 | &nbsp;&nbsp;&nbsp;&nbsp; 16396 | &nbsp;&nbsp; 16438 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Pricoa Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/35 | &nbsp;&nbsp;&nbsp;&nbsp; 5230 | &nbsp;&nbsp; 5317 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Principal Life Global Funding II | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 40665 | &nbsp;&nbsp; 37763 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 53892 | &nbsp;&nbsp; 55024 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 9270 | &nbsp;&nbsp; 7620 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Protective Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.714% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 30000 | &nbsp;&nbsp; 30238 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Protective Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.803% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/30 | &nbsp;&nbsp;&nbsp;&nbsp; 8795 | &nbsp;&nbsp; 8906 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Protective Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.432% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/32 | &nbsp;&nbsp;&nbsp;&nbsp; 16415 | &nbsp;&nbsp; 16945 |
|  | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/40 | &nbsp;&nbsp;&nbsp;&nbsp; 8200 | &nbsp;&nbsp; 6197 |
|  | &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 | &nbsp;&nbsp; 1923 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 32500 | &nbsp;&nbsp; 30522 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.448% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 16445 | &nbsp;&nbsp; 16979 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/30 | &nbsp;&nbsp;&nbsp;&nbsp; 21980 | &nbsp;&nbsp; 22539 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/31 | &nbsp;&nbsp;&nbsp;&nbsp; 14750 | &nbsp;&nbsp; 15228 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/31 | &nbsp;&nbsp;&nbsp;&nbsp; 32570 | &nbsp;&nbsp; 32620 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 37098 | &nbsp;&nbsp; 37676 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 6613 | &nbsp;&nbsp; 6269 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sammons Financial Group Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 7445 | &nbsp;&nbsp; 7558 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sammons Financial Group Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/30 | &nbsp;&nbsp;&nbsp;&nbsp; 12250 | &nbsp;&nbsp; 12385 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Standard Chartered plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.301% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 27400 | &nbsp;&nbsp; 28444 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Standard Chartered plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.545% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 36640 | &nbsp;&nbsp; 37424 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Standard Chartered plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.005% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 9415 | &nbsp;&nbsp; 9500 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.834% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/30 | &nbsp;&nbsp;&nbsp;&nbsp; 17690 | &nbsp;&nbsp; 18029 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.821% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/34 | &nbsp;&nbsp;&nbsp;&nbsp; 14895 | &nbsp;&nbsp; 14855 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.146% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/36 | &nbsp;&nbsp;&nbsp;&nbsp; 17785 | &nbsp;&nbsp; 17965 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB | &nbsp;&nbsp;&nbsp;&nbsp; 1.418% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 65775 | &nbsp;&nbsp; 63872 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Swedbank AB | &nbsp;&nbsp;&nbsp;&nbsp; 4.998% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 36525 | &nbsp;&nbsp; 37488 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Teachers Insurance & Annuity Association of America | &nbsp;&nbsp;&nbsp;&nbsp; 4.270% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 42865 | &nbsp;&nbsp; 34790 |
|  | &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 22042 | &nbsp;&nbsp; 23772 |
|  | &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 44090 | &nbsp;&nbsp; 45918 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 3.869% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 11050 | &nbsp;&nbsp; 10878 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.617% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 30555 | &nbsp;&nbsp; 31721 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 3.091% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/32 | &nbsp;&nbsp;&nbsp;&nbsp; 42560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38652 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 6.537% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/33 | &nbsp;&nbsp;&nbsp;&nbsp; 15510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16874 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 6.301% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/34 | &nbsp;&nbsp;&nbsp;&nbsp; 20020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21484 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.580% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/36 | &nbsp;&nbsp;&nbsp;&nbsp; 36575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37440 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 3.179% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/43 | &nbsp;&nbsp;&nbsp;&nbsp; 29380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21482 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UniCredit SpA | &nbsp;&nbsp;&nbsp;&nbsp; 1.982% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 37130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36213 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UniCredit SpA | &nbsp;&nbsp;&nbsp;&nbsp; 3.127% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/32 | &nbsp;&nbsp;&nbsp;&nbsp; 33730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30549 |
|  | &nbsp;&nbsp;&nbsp;Wachovia Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.605% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15054 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.196% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29638 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.526% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69074 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.303% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 33470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35380 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.879% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 24845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23213 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.244% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 17375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17824 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.572% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/31 | &nbsp;&nbsp;&nbsp;&nbsp; 95175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87144 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/33 | &nbsp;&nbsp;&nbsp;&nbsp; 38121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34828 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.897% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 106412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106400 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.211% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/35 | &nbsp;&nbsp;&nbsp;&nbsp; 35400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35545 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.606% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 34961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33870 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/44 | &nbsp;&nbsp;&nbsp;&nbsp; 20735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17724 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/45 | &nbsp;&nbsp;&nbsp;&nbsp; 16060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14116 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/46 | &nbsp;&nbsp;&nbsp;&nbsp; 36200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29566 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/46 | &nbsp;&nbsp;&nbsp;&nbsp; 38790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33213 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.611% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/53 | &nbsp;&nbsp;&nbsp;&nbsp; 58110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49498 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **9059596** |
| **Health Care (3.4%)** | **Health Care (3.4%)** | **Health Care (3.4%)** | **Health Care (3.4%)** | **Health Care (3.4%)** | **Health Care (3.4%)** |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 19235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19740 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 14425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14737 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 15873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15572 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3960 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/45 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1164 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 29057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28259 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 7910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7909 |
|  | &nbsp;&nbsp;&nbsp;AdventHealth Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 2.795% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 21620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13313 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.211% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 17670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15997 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.008% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 19220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12561 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alcon Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5522 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alcon Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/30 | &nbsp;&nbsp;&nbsp;&nbsp; 8540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7818 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alcon Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/32 | &nbsp;&nbsp;&nbsp;&nbsp; 10270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10589 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alcon Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/49 | &nbsp;&nbsp;&nbsp;&nbsp; 8670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6382 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alcon Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/52 | &nbsp;&nbsp;&nbsp;&nbsp; 4280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4247 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp; 2.532% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 48025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44785 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp; 4.847% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1731 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 23315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23221 |
|  | &nbsp;&nbsp;&nbsp;Banner Health | &nbsp;&nbsp;&nbsp;&nbsp; 2.907% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 12150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8621 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bayer US Finance II LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/35 | &nbsp;&nbsp;&nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14955 |
|  | &nbsp;&nbsp;&nbsp;Beth Israel Lahey Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.080% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 7560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4699 |
|  | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.302% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 19830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19869 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.464% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 17675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16978 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 9086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8804 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 49805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39315 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/44 | &nbsp;&nbsp;&nbsp;&nbsp; 4270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4233 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/49 | &nbsp;&nbsp;&nbsp;&nbsp; 15145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12263 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp; 10415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6079 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/54 | &nbsp;&nbsp;&nbsp;&nbsp; 4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4189 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1575 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/64 | &nbsp;&nbsp;&nbsp;&nbsp; 36000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34935 |
|  | &nbsp;&nbsp;&nbsp;Children's Hospital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.585% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 5670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3420 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp; 3.347% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 44950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42975 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp; 2.782% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 22715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20821 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp; 5.205% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 35195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36113 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 21485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18032 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp; 3.910% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 2570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1897 |
|  | &nbsp;&nbsp;&nbsp;Cottage Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 3.304% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6935 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSL Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/32 | &nbsp;&nbsp;&nbsp;&nbsp; 43415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42302 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSL Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/52 | &nbsp;&nbsp;&nbsp;&nbsp; 4415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3776 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/30 | &nbsp;&nbsp;&nbsp;&nbsp; 4915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4247 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; 15315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14680 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 15378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15064 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CVS Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.926% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/34 | &nbsp;&nbsp;&nbsp;&nbsp; 9018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9080 |

---

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 31185 | &nbsp;&nbsp; 28001 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 15105 | &nbsp;&nbsp; 15753 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/53 | &nbsp;&nbsp;&nbsp;&nbsp; 8855 | &nbsp;&nbsp; 8117 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/54 | &nbsp;&nbsp;&nbsp;&nbsp; 11450 | &nbsp;&nbsp; 10754 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/63 | &nbsp;&nbsp;&nbsp;&nbsp; 7695 | &nbsp;&nbsp; 6988 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/64 | &nbsp;&nbsp;&nbsp;&nbsp; 3875 | &nbsp;&nbsp; 3666 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 23738 | &nbsp;&nbsp; 23932 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 17942 | &nbsp;&nbsp; 18371 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 32902 | &nbsp;&nbsp; 28681 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 3285 | &nbsp;&nbsp; 3212 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 7285 | &nbsp;&nbsp; 7541 |
|  | &nbsp;&nbsp;&nbsp;Indiana University Health Inc. Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 2.852% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 12815 | &nbsp;&nbsp; 8028 |
|  | &nbsp;&nbsp;&nbsp;Inova Health System Foundation | &nbsp;&nbsp;&nbsp;&nbsp; 4.068% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 14145 | &nbsp;&nbsp; 11234 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 10994 | &nbsp;&nbsp; 10789 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp; 2.810% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 39420 | &nbsp;&nbsp; 28195 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 13000 | &nbsp;&nbsp; 10651 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp; 3.002% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 38650 | &nbsp;&nbsp; 25047 |
|  | &nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.192% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 32645 | &nbsp;&nbsp; 22188 |
|  | &nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.342% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 31285 | &nbsp;&nbsp; 20441 |
|  | &nbsp;&nbsp;&nbsp;Mayo Clinic | &nbsp;&nbsp;&nbsp;&nbsp; 4.128% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 6465 | &nbsp;&nbsp; 5162 |
|  | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 11505 | &nbsp;&nbsp; 10953 |
|  | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;&nbsp;&nbsp; 2.955% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 20260 | &nbsp;&nbsp; 13214 |
|  | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 3415 | &nbsp;&nbsp; 2718 |
|  | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 5940 | &nbsp;&nbsp; 4765 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/43 | &nbsp;&nbsp;&nbsp;&nbsp; 28405 | &nbsp;&nbsp; 24242 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/44 | &nbsp;&nbsp;&nbsp;&nbsp; 25000 | &nbsp;&nbsp; 23385 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/44 | &nbsp;&nbsp;&nbsp;&nbsp; 21485 | &nbsp;&nbsp; 19157 |
|  | &nbsp;&nbsp;&nbsp;OhioHealth Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.297% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 12575 | &nbsp;&nbsp; 11118 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 8025 | &nbsp;&nbsp; 7859 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 9100 | &nbsp;&nbsp; 8058 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 52715 | &nbsp;&nbsp; 47284 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/40 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 165 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/33 | &nbsp;&nbsp;&nbsp;&nbsp; 18770 | &nbsp;&nbsp; 18737 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.110% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/43 | &nbsp;&nbsp;&nbsp;&nbsp; 16700 | &nbsp;&nbsp; 15929 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.044% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 8750 | &nbsp;&nbsp; 7319 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.719% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 8750 | &nbsp;&nbsp; 6107 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.864% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 11625 | &nbsp;&nbsp; 7119 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 2.746% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10125 | &nbsp;&nbsp; 9901 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 2.532% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25655 | &nbsp;&nbsp; 23711 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 5.369% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 25375 | &nbsp;&nbsp; 25805 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 5.403% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 14415 | &nbsp;&nbsp; 14571 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 3.930% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 12030 | &nbsp;&nbsp; 8903 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/34 | &nbsp;&nbsp;&nbsp;&nbsp; 7680 | &nbsp;&nbsp; 7781 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/50 | &nbsp;&nbsp;&nbsp;&nbsp; 48265 | &nbsp;&nbsp; 32676 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/54 | &nbsp;&nbsp;&nbsp;&nbsp; 9065 | &nbsp;&nbsp; 8813 |
|  | &nbsp;&nbsp;&nbsp;SSM Health Care Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.823% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 41615 | &nbsp;&nbsp; 41295 |
|  | &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp; 2.294% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 10490 | &nbsp;&nbsp; 9475 |
|  | &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp; 5.213% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 10135 | &nbsp;&nbsp; 10410 |
|  | &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp; 5.537% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 28180 | &nbsp;&nbsp; 29144 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/34 | &nbsp;&nbsp;&nbsp;&nbsp; 39033 | &nbsp;&nbsp; 39652 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.025% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/40 | &nbsp;&nbsp;&nbsp;&nbsp; 4050 | &nbsp;&nbsp; 3021 |
|  | &nbsp;&nbsp;&nbsp;Toledo Hospital | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 8690 | &nbsp;&nbsp; 8679 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 10000 | &nbsp;&nbsp; 9914 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 11275 | &nbsp;&nbsp; 10089 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2100 | &nbsp;&nbsp; 1854 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 20000 | &nbsp;&nbsp; 22244 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 7300 | &nbsp;&nbsp; 5892 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 12760 | &nbsp;&nbsp; 9252 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 8690 | &nbsp;&nbsp; 8939 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 13234 | &nbsp;&nbsp; 9723 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 36010 | &nbsp;&nbsp; 32255 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 16000 | &nbsp;&nbsp; 13427 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 5314 | &nbsp;&nbsp; 4266 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 4870 | &nbsp;&nbsp; 3620 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 4890 | &nbsp;&nbsp; 4048 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 22071 | &nbsp;&nbsp; 16079 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 51194 | &nbsp;&nbsp; 31859 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 19810 | &nbsp;&nbsp; 13131 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 8745 | &nbsp;&nbsp; 7456 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp; 2055 |

---

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2083 |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16013 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1656280** |
| **Industrials (1.5%)** | **Industrials (1.5%)** | **Industrials (1.5%)** | **Industrials (1.5%)** | **Industrials (1.5%)** | **Industrials (1.5%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ashtead Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/31 | &nbsp;&nbsp;&nbsp;&nbsp; 17920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15466 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ashtead Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/32 | &nbsp;&nbsp;&nbsp;&nbsp; 9088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9215 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ashtead Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/33 | &nbsp;&nbsp;&nbsp;&nbsp; 4475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4520 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ashtead Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 8250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8532 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ashtead Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 16510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16916 |
|  | &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/32 | &nbsp;&nbsp;&nbsp;&nbsp; 42225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42842 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 9390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8963 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/31 | &nbsp;&nbsp;&nbsp;&nbsp; 5380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5561 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.528% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 21076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22919 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.805% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.930% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 35108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33354 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1956 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 3748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3605 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4337 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 21220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17788 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 26898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22065 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 3225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2604 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 16975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11253 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 13410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8478 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 25925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15232 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/31 | &nbsp;&nbsp;&nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2808 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 13845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12649 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 21430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21840 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 7745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5420 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 949 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 6155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6211 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/27 | &nbsp;&nbsp;&nbsp;&nbsp; 29140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28769 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 4675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4746 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/34 | &nbsp;&nbsp;&nbsp;&nbsp; 10505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10535 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Element Fleet Management Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.643% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 12870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13082 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 27486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27544 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 4514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4618 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 35920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36490 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 3976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4021 |
|  | &nbsp;&nbsp;&nbsp;J Paul Getty Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.905% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 15460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15553 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/31 | &nbsp;&nbsp;&nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3194 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/33 | &nbsp;&nbsp;&nbsp;&nbsp; 24437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25262 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2263 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 6715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6460 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 7501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5906 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 9576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8529 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1567 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1929 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 6105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6160 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 7390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7532 |
|  | &nbsp;&nbsp;&nbsp;Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6114 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3720 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 4590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3922 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 12830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13126 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 18840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17744 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | &nbsp;&nbsp;&nbsp;&nbsp; 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/31 | &nbsp;&nbsp;&nbsp;&nbsp; 17705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15731 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/45 | &nbsp;&nbsp;&nbsp;&nbsp; 33200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28888 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Financing Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1113 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UL Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 12130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12769 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/32 | &nbsp;&nbsp;&nbsp;&nbsp; 2135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1926 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/42 | &nbsp;&nbsp;&nbsp;&nbsp; 14380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11149 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/50 | &nbsp;&nbsp;&nbsp;&nbsp; 3049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2105 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.799% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 18788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14150 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/53 | &nbsp;&nbsp;&nbsp;&nbsp; 14048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9940 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2189 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/61 | &nbsp;&nbsp;&nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6686 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/70 | &nbsp;&nbsp;&nbsp;&nbsp; 19165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12980 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass Through Trust Class B Series 2018-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3057 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/55 | &nbsp;&nbsp;&nbsp;&nbsp; 11415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11720 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/65 | &nbsp;&nbsp;&nbsp;&nbsp; 10070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10308 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 7055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7210 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2224 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **718426** |
| **Materials (0.5%)** | **Materials (0.5%)** | **Materials (0.5%)** | **Materials (0.5%)** | **Materials (0.5%)** | **Materials (0.5%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/50 | &nbsp;&nbsp;&nbsp;&nbsp; 20390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13717 |
|  | &nbsp;&nbsp;&nbsp;CRH SMW Finance DAC | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/30 | &nbsp;&nbsp;&nbsp;&nbsp; 21335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21864 |
|  | &nbsp;&nbsp;&nbsp;Glencore Canada Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 3537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3677 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Finance Canada Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 2466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2490 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 5855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5912 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.371% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/29 | &nbsp;&nbsp;&nbsp;&nbsp; 31893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32679 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.186% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 7050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7188 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 24196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25938 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 8510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7477 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/33 | &nbsp;&nbsp;&nbsp;&nbsp; 4685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4838 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/33 | &nbsp;&nbsp;&nbsp;&nbsp; 23895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25892 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.634% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/34 | &nbsp;&nbsp;&nbsp;&nbsp; 21920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22376 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.673% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 16275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16604 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/51 | &nbsp;&nbsp;&nbsp;&nbsp; 2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1567 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/51 | &nbsp;&nbsp;&nbsp;&nbsp; 7360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4865 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.893% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/54 | &nbsp;&nbsp;&nbsp;&nbsp; 21160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20741 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.141% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 26195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26461 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/35 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2238 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/55 | &nbsp;&nbsp;&nbsp;&nbsp; 9810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9828 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/65 | &nbsp;&nbsp;&nbsp;&nbsp; 3505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3524 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **259876** |
| **Real Estate (1.4%)** | **Real Estate (1.4%)** | **Real Estate (1.4%)** | **Real Estate (1.4%)** | **Real Estate (1.4%)** | **Real Estate (1.4%)** |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 18471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17960 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2568 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Tower Trust #1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.490% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 67325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68461 |
|  | &nbsp;&nbsp;&nbsp;Cousins Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 5965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6073 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 8349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8399 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 6386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6305 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1932 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 10596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10686 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 8555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8006 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1266 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2122 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 9981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9944 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 13689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14181 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 14195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14058 |
|  | &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 11790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10992 |
|  | &nbsp;&nbsp;&nbsp;DOC DR LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1646 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 12025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12470 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 15990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16900 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 29850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27733 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 25600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24009 |
|  | &nbsp;&nbsp;&nbsp;Kite Realty Group LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 2580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2602 |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 17654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18088 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 19430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19678 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 31475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31886 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prologis Targeted US Logistics Fund LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 15362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15411 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 5980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6136 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24421 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 26960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27349 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 19405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18172 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 24565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21508 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 26200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26115 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 15836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16020 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5407 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SBA Tower Trust | &nbsp;&nbsp;&nbsp;&nbsp; 1.840% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 53140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50601 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SBA Tower Trust | &nbsp;&nbsp;&nbsp;&nbsp; 1.884% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 9320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9168 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SBA Tower Trust | &nbsp;&nbsp;&nbsp;&nbsp; 1.631% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 40475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38833 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SBA Tower Trust | &nbsp;&nbsp;&nbsp;&nbsp; 2.593% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44255 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Scentre Group Trust 1 / Scentre Group Trust 2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 23670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23465 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/34 | &nbsp;&nbsp;&nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3115 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3203 |
|  | &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 26200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26288 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **697432** |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Technology (2.7%)** | **Technology (2.7%)** | **Technology (2.7%)** | **Technology (2.7%)** | **Technology (2.7%)** | **Technology (2.7%)** |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/43 | &nbsp;&nbsp;&nbsp;&nbsp; 27275 | &nbsp;&nbsp; 22825 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/45 | &nbsp;&nbsp;&nbsp;&nbsp; 4035 | &nbsp;&nbsp; 3130 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/46 | &nbsp;&nbsp;&nbsp;&nbsp; 4500 | &nbsp;&nbsp; 4115 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/46 | &nbsp;&nbsp;&nbsp;&nbsp; 36510 | &nbsp;&nbsp; 29557 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/50 | &nbsp;&nbsp;&nbsp;&nbsp; 31850 | &nbsp;&nbsp; 19956 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/51 | &nbsp;&nbsp;&nbsp;&nbsp; 22665 | &nbsp;&nbsp; 14080 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/52 | &nbsp;&nbsp;&nbsp;&nbsp; 11133 | &nbsp;&nbsp; 8865 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Corp. / Broadcom Cayman Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 10955 | &nbsp;&nbsp; 10887 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 | &nbsp;&nbsp; 1894 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 18230 | &nbsp;&nbsp; 18668 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 16530 | &nbsp;&nbsp; 16469 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 4670 | &nbsp;&nbsp; 4595 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 26170 | &nbsp;&nbsp; 22390 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.419% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 2720 | &nbsp;&nbsp; 2464 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.469% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 20074 | &nbsp;&nbsp; 17906 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 3825 | &nbsp;&nbsp; 3026 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/31 | &nbsp;&nbsp;&nbsp;&nbsp; 36735 | &nbsp;&nbsp; 37783 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/34 | &nbsp;&nbsp;&nbsp;&nbsp; 19250 | &nbsp;&nbsp; 19703 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/54 | &nbsp;&nbsp;&nbsp;&nbsp; 13135 | &nbsp;&nbsp; 12730 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Constellation Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.158% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 17418 | &nbsp;&nbsp; 17749 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Constellation Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.461% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/34 | &nbsp;&nbsp;&nbsp;&nbsp; 11138 | &nbsp;&nbsp; 11360 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 9460 | &nbsp;&nbsp; 9888 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 8940 | &nbsp;&nbsp; 9400 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 11915 | &nbsp;&nbsp; 12355 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 51566 | &nbsp;&nbsp; 54137 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/37 | &nbsp;&nbsp;&nbsp;&nbsp; 21147 | &nbsp;&nbsp; 21974 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/38 | &nbsp;&nbsp;&nbsp;&nbsp; 40394 | &nbsp;&nbsp; 42509 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1260 | &nbsp;&nbsp; 1083 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/43 | &nbsp;&nbsp;&nbsp;&nbsp; 37050 | &nbsp;&nbsp; 35173 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/46 | &nbsp;&nbsp;&nbsp;&nbsp; 32739 | &nbsp;&nbsp; 24578 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/47 | &nbsp;&nbsp;&nbsp;&nbsp; 2743 | &nbsp;&nbsp; 2057 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 4570 | &nbsp;&nbsp; 2892 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/51 | &nbsp;&nbsp;&nbsp;&nbsp; 3973 | &nbsp;&nbsp; 2361 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/52 | &nbsp;&nbsp;&nbsp;&nbsp; 32587 | &nbsp;&nbsp; 26933 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/53 | &nbsp;&nbsp;&nbsp;&nbsp; 4570 | &nbsp;&nbsp; 4249 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/54 | &nbsp;&nbsp;&nbsp;&nbsp; 14387 | &nbsp;&nbsp; 13182 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/61 | &nbsp;&nbsp;&nbsp;&nbsp; 16360 | &nbsp;&nbsp; 9280 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 85623 | &nbsp;&nbsp; 83209 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 37985 | &nbsp;&nbsp; 33459 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/55 | &nbsp;&nbsp;&nbsp;&nbsp; 43333 | &nbsp;&nbsp; 42852 |
|  | &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 47045 | &nbsp;&nbsp; 48690 |
|  | &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 5970 | &nbsp;&nbsp; 5922 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 25665 | &nbsp;&nbsp; 23359 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.663% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 4332 | &nbsp;&nbsp; 4331 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 5400 | &nbsp;&nbsp; 5612 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/36 | &nbsp;&nbsp;&nbsp;&nbsp; 25692 | &nbsp;&nbsp; 23072 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.525% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 162183 | &nbsp;&nbsp; 100265 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.921% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp; 42978 | &nbsp;&nbsp; 28512 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.675% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 19051 | &nbsp;&nbsp; 11255 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 36619 | &nbsp;&nbsp; 35775 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/32 | &nbsp;&nbsp;&nbsp;&nbsp; 8260 | &nbsp;&nbsp; 8475 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/34 | &nbsp;&nbsp;&nbsp;&nbsp; 7894 | &nbsp;&nbsp; 7489 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/34 | &nbsp;&nbsp;&nbsp;&nbsp; 43917 | &nbsp;&nbsp; 42645 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 7900 | &nbsp;&nbsp; 6323 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 8185 | &nbsp;&nbsp; 6504 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 3300 | &nbsp;&nbsp; 2545 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 752 | &nbsp;&nbsp; 526 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/51 | &nbsp;&nbsp;&nbsp;&nbsp; 6672 | &nbsp;&nbsp; 4923 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/52 | &nbsp;&nbsp;&nbsp;&nbsp; 20620 | &nbsp;&nbsp; 22928 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/54 | &nbsp;&nbsp;&nbsp;&nbsp; 12197 | &nbsp;&nbsp; 11135 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/61 | &nbsp;&nbsp;&nbsp;&nbsp; 6093 | &nbsp;&nbsp; 4396 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 44450 | &nbsp;&nbsp; 40430 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 10265 | &nbsp;&nbsp; 10374 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; 19310 | &nbsp;&nbsp; 19451 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/45 | &nbsp;&nbsp;&nbsp;&nbsp; 5070 | &nbsp;&nbsp; 4619 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/52 | &nbsp;&nbsp;&nbsp;&nbsp; 12005 | &nbsp;&nbsp; 10157 |
|  | &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 30320 | &nbsp;&nbsp; 30747 |
|  | &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 33115 | &nbsp;&nbsp; 33537 |
|  | &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 3200 | &nbsp;&nbsp; 3180 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 18390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17460 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1306360** |
| **Utilities (6.0%)** | **Utilities (6.0%)** | **Utilities (6.0%)** | **Utilities (6.0%)** | **Utilities (6.0%)** | **Utilities (6.0%)** |
|  | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3595 |
|  | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 14090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9612 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 14190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11923 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1807 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/35 | &nbsp;&nbsp;&nbsp;&nbsp; 4555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4592 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 3365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3179 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 5595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4629 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 20255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15838 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 27790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22959 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 22365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22199 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 5085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3833 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ameren Missouri Securitization Funding I LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 12550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12431 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 20245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19752 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 14030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13855 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 1495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1135 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 29696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23888 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 707 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 4430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3126 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 5740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6191 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 10651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7225 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 14265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12959 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 20945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20546 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 9820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6147 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 25332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27239 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 921 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 10725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10091 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 32020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25597 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Boston Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7799 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Boston Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.001% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5369 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Boston Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.757% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/32 | &nbsp;&nbsp;&nbsp;&nbsp; 13050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12034 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Brooklyn Union Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.273% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 34556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26611 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 13345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13476 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 6685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5403 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 24500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25090 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 9123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9050 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 28787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29547 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2287 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 4406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4922 |
|  | &nbsp;&nbsp;&nbsp;Cleco Corporate Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 13465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12515 |
|  | &nbsp;&nbsp;&nbsp;Cleco Securitization I LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.646% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 26300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24811 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 23275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22708 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 11990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10148 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 4680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3553 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3790 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 9180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7260 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 3365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2529 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10001 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48887 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3450 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 30855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26376 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 2752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2125 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 32238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21355 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 14115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11884 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/58 | &nbsp;&nbsp;&nbsp;&nbsp; 29432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23904 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 16077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13140 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 20725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20877 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 19369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19878 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 18362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16578 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 13855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11366 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 34127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28873 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 4832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5346 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1482 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 23085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24533 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 9627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9512 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 6830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6062 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/65 | &nbsp;&nbsp;&nbsp;&nbsp; 25065 | &nbsp;&nbsp; 22470 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 17300 | &nbsp;&nbsp; 17505 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 16810 | &nbsp;&nbsp; 17210 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5276 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 4851 | &nbsp;&nbsp; 4933 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 17410 | &nbsp;&nbsp; 18536 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4271 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 6375 | &nbsp;&nbsp; 5460 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/42 | &nbsp;&nbsp;&nbsp;&nbsp; 5205 | &nbsp;&nbsp; 4298 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 17220 | &nbsp;&nbsp; 12936 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 36625 | &nbsp;&nbsp; 35114 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 11420 | &nbsp;&nbsp; 11002 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 3825 | &nbsp;&nbsp; 3743 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 36075 | &nbsp;&nbsp; 27085 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 37600 | &nbsp;&nbsp; 32558 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 18040 | &nbsp;&nbsp; 13343 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 13960 | &nbsp;&nbsp; 10829 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 36945 | &nbsp;&nbsp; 25360 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 13810 | &nbsp;&nbsp; 12109 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 | &nbsp;&nbsp; 1338 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 11095 | &nbsp;&nbsp; 11399 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 38235 | &nbsp;&nbsp; 35497 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 15000 | &nbsp;&nbsp; 15073 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 1625 | &nbsp;&nbsp; 1763 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 6221 | &nbsp;&nbsp; 5139 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 61923 | &nbsp;&nbsp; 51045 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 2455 | &nbsp;&nbsp; 1431 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 2503 | &nbsp;&nbsp; 1560 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 9770 | &nbsp;&nbsp; 7483 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.387% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 34240 | &nbsp;&nbsp; 28516 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;East Ohio Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 13440 | &nbsp;&nbsp; 11950 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;East Ohio Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 19575 | &nbsp;&nbsp; 12254 |
|  | &nbsp;&nbsp;&nbsp;Emera US Finance LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 23660 | &nbsp;&nbsp; 23399 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7085 | &nbsp;&nbsp; 6967 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.120% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 10065 | &nbsp;&nbsp; 9842 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 8520 | &nbsp;&nbsp; 7691 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 3282 | &nbsp;&nbsp; 2608 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 9890 | &nbsp;&nbsp; 9631 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 24455 | &nbsp;&nbsp; 25089 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 14435 | &nbsp;&nbsp; 13152 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 32015 | &nbsp;&nbsp; 29530 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 | &nbsp;&nbsp; 1270 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 915 | &nbsp;&nbsp; 917 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1915 | &nbsp;&nbsp; 1954 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 6851 | &nbsp;&nbsp; 6788 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 12452 | &nbsp;&nbsp; 13340 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.690% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 3254 | &nbsp;&nbsp; 3395 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 29745 | &nbsp;&nbsp; 29459 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 20000 | &nbsp;&nbsp; 17004 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 18970 | &nbsp;&nbsp; 14384 |
|  | &nbsp;&nbsp;&nbsp;Fortis Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.055% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 44365 | &nbsp;&nbsp; 43594 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 11510 | &nbsp;&nbsp; 11765 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 30600 | &nbsp;&nbsp; 30654 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/33 | &nbsp;&nbsp;&nbsp;&nbsp; 20850 | &nbsp;&nbsp; 21027 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 12965 | &nbsp;&nbsp; 13225 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 23590 | &nbsp;&nbsp; 23923 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 34725 | &nbsp;&nbsp; 32366 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 32262 | &nbsp;&nbsp; 27859 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/50 | &nbsp;&nbsp;&nbsp;&nbsp; 9335 | &nbsp;&nbsp; 6963 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 31780 | &nbsp;&nbsp; 29733 |
|  | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 14590 | &nbsp;&nbsp; 11574 |
|  | &nbsp;&nbsp;&nbsp;Jersey Central Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 17080 | &nbsp;&nbsp; 17048 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Johnsonville Aeroderivative Combustion Turbine Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.078% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 17611 | &nbsp;&nbsp; 16834 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeySpan Gas East Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.742% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 37580 | &nbsp;&nbsp; 36699 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeySpan Gas East Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.819% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 5060 | &nbsp;&nbsp; 4887 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 9925 | &nbsp;&nbsp; 10488 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 1110 | &nbsp;&nbsp; 953 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 14675 | &nbsp;&nbsp; 12103 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 894 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 37370 | &nbsp;&nbsp; 25215 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mid-Atlantic Interstate Transmission LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3400 | &nbsp;&nbsp; 3375 |
|  | &nbsp;&nbsp;&nbsp;Mississippi Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 5919 | &nbsp;&nbsp; 5046 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Monongahela Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 4320 | &nbsp;&nbsp; 4216 |
|  | &nbsp;&nbsp;&nbsp;Nevada Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 15175 | &nbsp;&nbsp; 9670 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 26330 | &nbsp;&nbsp; 24611 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 7880 | &nbsp;&nbsp; 7634 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Niagara Mohawk Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.278% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 35280 | &nbsp;&nbsp; 35022 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 19598 | &nbsp;&nbsp; 20058 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 13546 | &nbsp;&nbsp; 12663 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 9995 | &nbsp;&nbsp; 8836 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 22475 | &nbsp;&nbsp; 19833 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 4915 | &nbsp;&nbsp; 4427 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.191% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 26640 | &nbsp;&nbsp; 27968 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 5145 | &nbsp;&nbsp; 5290 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 1835 | &nbsp;&nbsp; 1518 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 20029 | &nbsp;&nbsp; 15576 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 4625 | &nbsp;&nbsp; 4493 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ohio Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3415 | &nbsp;&nbsp; 3462 |
|  | &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 10000 | &nbsp;&nbsp; 10482 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 7625 | &nbsp;&nbsp; 7360 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 27670 | &nbsp;&nbsp; 27333 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/40 | &nbsp;&nbsp;&nbsp;&nbsp; 11325 | &nbsp;&nbsp; 11109 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 3275 | &nbsp;&nbsp; 2887 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 23765 | &nbsp;&nbsp; 13974 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 26785 | &nbsp;&nbsp; 22326 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 13940 | &nbsp;&nbsp; 12381 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 16875 | &nbsp;&nbsp; 14419 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.280% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 3573 | &nbsp;&nbsp; 2873 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.822% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 16435 | &nbsp;&nbsp; 11552 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.451% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 10355 | &nbsp;&nbsp; 8894 |
|  | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.212% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 26060 | &nbsp;&nbsp; 24737 |
|  | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.099% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 23790 | &nbsp;&nbsp; 21966 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 10000 | &nbsp;&nbsp; 8871 |
|  | &nbsp;&nbsp;&nbsp;Potomac Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 8000 | &nbsp;&nbsp; 8934 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of New Hampshire | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 | &nbsp;&nbsp; 1936 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Oklahoma | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 28970 | &nbsp;&nbsp; 29182 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 13910 | &nbsp;&nbsp; 12732 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 19940 | &nbsp;&nbsp; 20167 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 13425 | &nbsp;&nbsp; 13268 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 15080 | &nbsp;&nbsp; 15515 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 9680 | &nbsp;&nbsp; 9905 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp; 2227 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.434% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 19880 | &nbsp;&nbsp; 16796 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 4915 | &nbsp;&nbsp; 4281 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 5620 | &nbsp;&nbsp; 4148 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 1505 | &nbsp;&nbsp; 1169 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 43105 | &nbsp;&nbsp; 30950 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 22655 | &nbsp;&nbsp; 21131 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 0.861% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 6875 | &nbsp;&nbsp; 6046 |
|  | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.942% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 3915 | &nbsp;&nbsp; 2909 |
|  | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.510% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 3545 | &nbsp;&nbsp; 2324 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 5190 | &nbsp;&nbsp; 5057 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 20000 | &nbsp;&nbsp; 16573 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 21184 | &nbsp;&nbsp; 21472 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3225 | &nbsp;&nbsp; 3221 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 28620 | &nbsp;&nbsp; 28975 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 9980 | &nbsp;&nbsp; 10164 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5099 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 3995 | &nbsp;&nbsp; 3990 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 5150 | &nbsp;&nbsp; 4304 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 17788 | &nbsp;&nbsp; 13426 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 8782 | &nbsp;&nbsp; 6473 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 7504 | &nbsp;&nbsp; 6063 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 8160 | &nbsp;&nbsp; 5621 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 3675 | &nbsp;&nbsp; 2641 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 3085 | &nbsp;&nbsp; 2471 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 25325 | &nbsp;&nbsp; 16878 |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 14830 | &nbsp;&nbsp; 15872 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 25160 | &nbsp;&nbsp; 20956 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 4235 | &nbsp;&nbsp; 4442 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 9465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8506 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14682 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10225 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 3790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2776 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 7195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7344 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Texas Electric Market Stabilization Funding N LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.966% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 39050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38140 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Texas Electric Market Stabilization Funding N LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.057% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 18750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17425 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Texas Electric Market Stabilization Funding N LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.167% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 17590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16366 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Trans-Allegheny Interstate Line Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 5830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5931 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 6980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6632 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 5310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5285 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 14942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11704 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 13335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10150 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 40765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40333 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 8530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8567 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 9435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9922 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 8375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8254 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 13825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14649 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **2942489** |
| **Total Corporate Bonds (Cost $22,031,460)** | **Total Corporate Bonds (Cost $22,031,460)** | **Total Corporate Bonds (Cost $22,031,460)** | **Total Corporate Bonds (Cost $22,031,460)** | **Total Corporate Bonds (Cost $22,031,460)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**20582713** |
| **Sovereign Bonds (0.6%)** | **Sovereign Bonds (0.6%)** | **Sovereign Bonds (0.6%)** | **Sovereign Bonds (0.6%)** | **Sovereign Bonds (0.6%)** | **Sovereign Bonds (0.6%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Government of Bermuda | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 18405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16304 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Government of Bermuda | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/50 | &nbsp;&nbsp;&nbsp;&nbsp; 7115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4697 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 20450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21146 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/53 | &nbsp;&nbsp;&nbsp;&nbsp; 8699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7390 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/54 | &nbsp;&nbsp;&nbsp;&nbsp; 6609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6293 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;OMERS Finance Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 17930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17953 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp; 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/33 | &nbsp;&nbsp;&nbsp;&nbsp; 37110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31292 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/34 | &nbsp;&nbsp;&nbsp;&nbsp; 19975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17907 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 22895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16017 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 31735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32311 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/34 | &nbsp;&nbsp;&nbsp;&nbsp; 18085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18293 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/54 | &nbsp;&nbsp;&nbsp;&nbsp; 57000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52899 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;State of Qatar | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/50 | &nbsp;&nbsp;&nbsp;&nbsp; 13435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11369 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp; 6.338% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/53 | &nbsp;&nbsp;&nbsp;&nbsp; 8080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7431 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp; 6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/54 | &nbsp;&nbsp;&nbsp;&nbsp; 15851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14603 |
| **Total Sovereign Bonds (Cost $299,863)** | **Total Sovereign Bonds (Cost $299,863)** | **Total Sovereign Bonds (Cost $299,863)** | **Total Sovereign Bonds (Cost $299,863)** | **Total Sovereign Bonds (Cost $299,863)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**275905** |
| **Taxable Municipal Bonds (3.0%)** | **Taxable Municipal Bonds (3.0%)** | **Taxable Municipal Bonds (3.0%)** | **Taxable Municipal Bonds (3.0%)** | **Taxable Municipal Bonds (3.0%)** | **Taxable Municipal Bonds (3.0%)** |
|  | &nbsp;&nbsp;&nbsp;Alabama Federal Aid Highway Finance Authority Government Fund/Grant Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1192 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.263% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 4670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4911 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 7.043% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 24800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28109 |
|  | &nbsp;&nbsp;&nbsp;Broward County FL Airport System Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.477% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 10070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8147 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 5845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6778 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp; 7.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 38580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44620 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 26725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27378 |
|  | &nbsp;&nbsp;&nbsp;California Health Facilities Financing Authority Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.190% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 6305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5902 |
|  | &nbsp;&nbsp;&nbsp;California State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.719% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 7175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4713 |
|  | &nbsp;&nbsp;&nbsp;California State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.939% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 15330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10186 |
|  | &nbsp;&nbsp;&nbsp;Chicago Transit Authority Sales & Transfer Tax Receipts Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.899% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 56557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62645 |
|  | &nbsp;&nbsp;&nbsp;Chicago Transit Authority Sales & Transfer Tax Receipts Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.899% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 28903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32014 |
|  | &nbsp;&nbsp;&nbsp;Chicago Transit Authority Sales Tax Receipts Fund Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2365 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Special Obligation Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.110% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 6682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6665 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.089% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 7770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6196 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.843% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 10280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7294 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.087% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 4680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3820 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.507% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 18505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15958 |
|  | &nbsp;&nbsp;&nbsp;Duke University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 62165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67208 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Foothill-Eastern Transportation Corridor Agency Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.924% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 11260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8631 |
|  | &nbsp;&nbsp;&nbsp;Georgia Municipal Electric Authority Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.637% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/57 | &nbsp;&nbsp;&nbsp;&nbsp; 68501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73963 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.746% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 2375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2054 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.293% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 4595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3412 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 7010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6156 |
|  | &nbsp;&nbsp;&nbsp;Grand Parkway Transportation Corp. Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.236% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34106 |
|  | &nbsp;&nbsp;&nbsp;Houston TX GO | &nbsp;&nbsp;&nbsp;&nbsp; 6.290% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 10225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10777 |
|  | &nbsp;&nbsp;&nbsp;Illinois GO | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 169030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169535 |
|  | &nbsp;&nbsp;&nbsp;Illinois State Toll Highway Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.184% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 16525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17696 |
|  | &nbsp;&nbsp;&nbsp;JobsOhio Beverage System Economic Development Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.433% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 10225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10268 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;JobsOhio Beverage System Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.833% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 5335 | &nbsp;&nbsp; 4391 |
|  | &nbsp;&nbsp;&nbsp;Kansas Development Finance Authority Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.927% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 38405 | &nbsp;&nbsp; 36105 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Kansas Development Finance Authority Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.774% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 15160 | &nbsp;&nbsp; 10177 |
|  | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue (Louisiana Utilities Restoration Corp. Project) | &nbsp;&nbsp;&nbsp;&nbsp; 5.198% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 18170 | &nbsp;&nbsp; 18267 |
|  | &nbsp;&nbsp;&nbsp;Louisville & Jefferson County Metropolitan Sewer District Sewer Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 11000 | &nbsp;&nbsp; 11529 |
|  | &nbsp;&nbsp;&nbsp;Maryland Economic Development Corp. Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.433% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/56 | &nbsp;&nbsp;&nbsp;&nbsp; 10555 | &nbsp;&nbsp; 10048 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 1.753% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 28455 | &nbsp;&nbsp; 25780 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.715% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 15000 | &nbsp;&nbsp; 15509 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.395% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 16565 | &nbsp;&nbsp; 13984 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 23000 | &nbsp;&nbsp; 17330 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Dedicated Tax Fund Miscellaneous Taxes Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 7.336% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 2135 | &nbsp;&nbsp; 2519 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Transit Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 985 | &nbsp;&nbsp; 996 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Transit Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.814% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 17705 | &nbsp;&nbsp; 19204 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Transit Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.175% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 2955 | &nbsp;&nbsp; 2647 |
|  | &nbsp;&nbsp;&nbsp;Michigan Finance Authority Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.084% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 11385 | &nbsp;&nbsp; 10189 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Rutgers State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.270% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 9215 | &nbsp;&nbsp; 7298 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Turnpike Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 7.414% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 28975 | &nbsp;&nbsp; 34626 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp; 4.610% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 25165 | &nbsp;&nbsp; 24442 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp; 5.094% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 16240 | &nbsp;&nbsp; 15325 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp; 5.114% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 7665 | &nbsp;&nbsp; 7213 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp; 5.935% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 4085 | &nbsp;&nbsp; 4250 |
|  | &nbsp;&nbsp;&nbsp;North Texas Tollway Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.718% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 15100 | &nbsp;&nbsp; 16621 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Oregon School Boards Association GO | &nbsp;&nbsp;&nbsp;&nbsp; 4.759% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 6178 | &nbsp;&nbsp; 6094 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Oregon State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.424% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 31000 | &nbsp;&nbsp; 21450 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Philadelphia Authority for Industrial Development Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 64830 | &nbsp;&nbsp; 68868 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.647% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 36 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.072% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 34450 | &nbsp;&nbsp; 32349 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.175% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 16940 | &nbsp;&nbsp; 10964 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.458% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/62 | &nbsp;&nbsp;&nbsp;&nbsp; 53000 | &nbsp;&nbsp; 44475 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.810% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/65 | &nbsp;&nbsp;&nbsp;&nbsp; 10910 | &nbsp;&nbsp; 9784 |
|  | &nbsp;&nbsp;&nbsp;Riverside CA General Fund Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.857% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 12905 | &nbsp;&nbsp; 11005 |
|  | &nbsp;&nbsp;&nbsp;Riverside County CA Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.818% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 9875 | &nbsp;&nbsp; 9083 |
|  | &nbsp;&nbsp;&nbsp;Sales Tax Securitization Corp. Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.238% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 20635 | &nbsp;&nbsp; 16599 |
|  | &nbsp;&nbsp;&nbsp;State Board of Administration Finance Corp. Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 1.705% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 33175 | &nbsp;&nbsp; 31594 |
|  | &nbsp;&nbsp;&nbsp;Texas Department of Transportation State Highway Fund Fuel Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.178% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 7275 | &nbsp;&nbsp; 7413 |
|  | &nbsp;&nbsp;&nbsp;Texas Natural Gas Securitization Finance Corp. Natural Gas Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.102% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 12181 | &nbsp;&nbsp; 12458 |
|  | &nbsp;&nbsp;&nbsp;Texas Natural Gas Securitization Finance Corp. Natural Gas Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.169% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 10206 | &nbsp;&nbsp; 10309 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 1.316% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 7795 | &nbsp;&nbsp; 7437 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.931% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 18275 | &nbsp;&nbsp; 16474 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.132% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 17270 | &nbsp;&nbsp; 16936 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.548% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 10665 | &nbsp;&nbsp; 11361 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.583% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 15790 | &nbsp;&nbsp; 16835 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.006% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 14850 | &nbsp;&nbsp; 9571 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.563% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 45480 | &nbsp;&nbsp; 38415 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.256% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 27700 | &nbsp;&nbsp; 17479 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.562% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 17168 | &nbsp;&nbsp; 10601 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.504% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 14470 | &nbsp;&nbsp; 10653 |
|  | &nbsp;&nbsp;&nbsp;University of Minnesota College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.048% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 26315 | &nbsp;&nbsp; 21202 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.954% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 20825 | &nbsp;&nbsp; 19331 |
| **Total Taxable Municipal Bonds (Cost $1,638,997)** | **Total Taxable Municipal Bonds (Cost $1,638,997)** | **Total Taxable Municipal Bonds (Cost $1,638,997)** | **Total Taxable Municipal Bonds (Cost $1,638,997)** | **Total Taxable Municipal Bonds (Cost $1,638,997)** | &nbsp;&nbsp;**1479925** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Common Stocks (37.5%)** | **Common Stocks (37.5%)** | **Common Stocks (37.5%)** | **Common Stocks (37.5%)** | **Common Stocks (37.5%)** | **Common Stocks (37.5%)** |
| **Communication Services (0.3%)** | **Communication Services (0.3%)** | **Communication Services (0.3%)** | **Communication Services (0.3%)** | **Communication Services (0.3%)** | **Communication Services (0.3%)** |
|  | &nbsp;&nbsp;&nbsp;T-Mobile US Inc. | &nbsp;&nbsp;&nbsp;T-Mobile US Inc. | &nbsp;&nbsp;&nbsp;T-Mobile US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;711959 | &nbsp;&nbsp;&nbsp;&nbsp; 169631 |
| **Consumer Discretionary (1.4%)** | **Consumer Discretionary (1.4%)** | **Consumer Discretionary (1.4%)** | **Consumer Discretionary (1.4%)** | **Consumer Discretionary (1.4%)** | **Consumer Discretionary (1.4%)** |
|  | &nbsp;&nbsp;&nbsp;Industria de Diseno Textil SA | &nbsp;&nbsp;&nbsp;Industria de Diseno Textil SA | &nbsp;&nbsp;&nbsp;Industria de Diseno Textil SA | 4358820 | &nbsp;&nbsp;&nbsp;&nbsp; 227386 |
|  | &nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;830564 | &nbsp;&nbsp;&nbsp;&nbsp; 181038 |
|  | &nbsp;&nbsp;&nbsp;Tractor Supply Co. | &nbsp;&nbsp;&nbsp;Tractor Supply Co. | &nbsp;&nbsp;&nbsp;Tractor Supply Co. | 2899400 | &nbsp;&nbsp;&nbsp;&nbsp; 153001 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. Class B | &nbsp;&nbsp;&nbsp;NIKE Inc. Class B | &nbsp;&nbsp;&nbsp;NIKE Inc. Class B | 1969794 | &nbsp;&nbsp;&nbsp;&nbsp; 139934 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **701359** |
| **Consumer Staples (3.5%)** | **Consumer Staples (3.5%)** | **Consumer Staples (3.5%)** | **Consumer Staples (3.5%)** | **Consumer Staples (3.5%)** | **Consumer Staples (3.5%)** |
|  | &nbsp;&nbsp;&nbsp;Unilever plc ADR | &nbsp;&nbsp;&nbsp;Unilever plc ADR | &nbsp;&nbsp;&nbsp;Unilever plc ADR | 5555011 | &nbsp;&nbsp;&nbsp;&nbsp; 339800 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 1614611 | &nbsp;&nbsp;&nbsp;&nbsp; 294069 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 5499933 | &nbsp;&nbsp;&nbsp;&nbsp; 290286 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 7913238 | &nbsp;&nbsp;&nbsp;&nbsp; 261612 |

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| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. Class A | 1172891 | &nbsp;&nbsp;&nbsp;&nbsp; 190806 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA | 1794091 | &nbsp;&nbsp;&nbsp;&nbsp; 178963 |
| &nbsp;&nbsp;&nbsp;Kenvue Inc. | 7829862 | &nbsp;&nbsp;&nbsp;&nbsp; 163879 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1719415** |
| **Energy (3.8%)** | **Energy (3.8%)** | **Energy (3.8%)** |
| &nbsp;&nbsp;&nbsp;ConocoPhillips | 4944525 | &nbsp;&nbsp;&nbsp;&nbsp; 443722 |
| &nbsp;&nbsp;&nbsp;EQT Corp. | 5261466 | &nbsp;&nbsp;&nbsp;&nbsp; 306849 |
| &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | 11537073 | &nbsp;&nbsp;&nbsp;&nbsp; 292811 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp. | 1576529 | &nbsp;&nbsp;&nbsp;&nbsp; 274442 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 1155610 | &nbsp;&nbsp;&nbsp;&nbsp; 191958 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 2985632 | &nbsp;&nbsp;&nbsp;&nbsp; 187527 |
| &nbsp;&nbsp;&nbsp;TotalEnergies SE | 2345055 | &nbsp;&nbsp;&nbsp;&nbsp; 143336 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1840645** |
| **Financials (7.9%)** | **Financials (7.9%)** | **Financials (7.9%)** |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2038308 | &nbsp;&nbsp;&nbsp;&nbsp; 590926 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 11949771 | &nbsp;&nbsp;&nbsp;&nbsp; 565463 |
| &nbsp;&nbsp;&nbsp;American International Group Inc. | 3946040 | &nbsp;&nbsp;&nbsp;&nbsp; 337742 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp. | 1621519 | &nbsp;&nbsp;&nbsp;&nbsp; 314558 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 2012393 | &nbsp;&nbsp;&nbsp;&nbsp; 283466 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp. | 11030826 | &nbsp;&nbsp;&nbsp;&nbsp; 259445 |
| &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | 3414097 | &nbsp;&nbsp;&nbsp;&nbsp; 191531 |
| &nbsp;&nbsp;&nbsp;Ares Management Corp. Class A | 1045202 | &nbsp;&nbsp;&nbsp;&nbsp; 181029 |
| &nbsp;&nbsp;&nbsp;TPG Inc. | 3408393 | &nbsp;&nbsp;&nbsp;&nbsp; 178770 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;817475 | &nbsp;&nbsp;&nbsp;&nbsp; 178733 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial Inc. | 1163893 | &nbsp;&nbsp;&nbsp;&nbsp; 178506 |
| &nbsp;&nbsp;&nbsp;Nasdaq Inc. | 1978098 | &nbsp;&nbsp;&nbsp;&nbsp; 176881 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | 2008927 | &nbsp;&nbsp;&nbsp;&nbsp; 161558 |
| &nbsp;&nbsp;&nbsp;CME Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;529352 | &nbsp;&nbsp;&nbsp;&nbsp; 145900 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;498775 | &nbsp;&nbsp;&nbsp;&nbsp; 92982 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **3837490** |
| **Health Care (5.6%)** | **Health Care (5.6%)** | **Health Care (5.6%)** |
| &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 6247482 | &nbsp;&nbsp;&nbsp;&nbsp; 494551 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 1527156 | &nbsp;&nbsp;&nbsp;&nbsp; 476427 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3111706 | &nbsp;&nbsp;&nbsp;&nbsp; 475313 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 3263295 | &nbsp;&nbsp;&nbsp;&nbsp; 361801 |
| &nbsp;&nbsp;&nbsp;Pfizer Inc. | 11150533 | &nbsp;&nbsp;&nbsp;&nbsp; 270289 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;604388 | &nbsp;&nbsp;&nbsp;&nbsp; 235083 |
| &nbsp;&nbsp;&nbsp;AstraZeneca plc ADR | 3032500 | &nbsp;&nbsp;&nbsp;&nbsp; 211911 |
| &nbsp;&nbsp;&nbsp;Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;600955 | &nbsp;&nbsp;&nbsp;&nbsp; 196164 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **2721539** |
| **Industrials (4.7%)** | **Industrials (4.7%)** | **Industrials (4.7%)** |
| &nbsp;&nbsp;&nbsp;PACCAR Inc. | 3738416 | &nbsp;&nbsp;&nbsp;&nbsp; 355374 |
| &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 1344216 | &nbsp;&nbsp;&nbsp;&nbsp; 313041 |
| &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 2206723 | &nbsp;&nbsp;&nbsp;&nbsp; 294222 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 1126538 | &nbsp;&nbsp;&nbsp;&nbsp; 282581 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 2495303 | &nbsp;&nbsp;&nbsp;&nbsp; 260003 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;456143 | &nbsp;&nbsp;&nbsp;&nbsp; 228062 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 1861848 | &nbsp;&nbsp;&nbsp;&nbsp; 196648 |
| &nbsp;&nbsp;&nbsp;IDEX Corp. | 1035836 | &nbsp;&nbsp;&nbsp;&nbsp; 181862 |
| &nbsp;&nbsp;&nbsp;Ferguson Enterprises Inc. | &nbsp;&nbsp;&nbsp;&nbsp;811080 | &nbsp;&nbsp;&nbsp;&nbsp; 176613 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **2288406** |
| **Information Technology (4.3%)** | **Information Technology (4.3%)** | **Information Technology (4.3%)** |
| &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3368263 | &nbsp;&nbsp;&nbsp;&nbsp; 928462 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | 3914404 | &nbsp;&nbsp;&nbsp;&nbsp; 271582 |
| &nbsp;&nbsp;&nbsp;NXP Semiconductors NV | 1241421 | &nbsp;&nbsp;&nbsp;&nbsp; 271238 |
| &nbsp;&nbsp;&nbsp;TE Connectivity plc | 1509001 | &nbsp;&nbsp;&nbsp;&nbsp; 254523 |
| &nbsp;&nbsp;&nbsp;Accenture plc Class A | &nbsp;&nbsp;&nbsp;&nbsp;752836 | &nbsp;&nbsp;&nbsp;&nbsp; 225015 |
| &nbsp;&nbsp;&nbsp;NetApp Inc. | 1674258 | &nbsp;&nbsp;&nbsp;&nbsp; 178392 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **2129212** |
| **Materials (1.7%)** | **Materials (1.7%)** | **Materials (1.7%)** |
| &nbsp;&nbsp;&nbsp;PPG Industries Inc. | 2219039 | &nbsp;&nbsp;&nbsp;&nbsp; 252416 |
| &nbsp;&nbsp;&nbsp;Barrick Mining Corp. | 11197860 | &nbsp;&nbsp;&nbsp;&nbsp; 233139 |
| &nbsp;&nbsp;&nbsp;Avery Dennison Corp. | 1275293 | &nbsp;&nbsp;&nbsp;&nbsp; 223776 |
| &nbsp;&nbsp;&nbsp;Rio Tinto plc ADR | 1844636 | &nbsp;&nbsp;&nbsp;&nbsp; 107597 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **816928** |
| **Real Estate (1.3%)** | **Real Estate (1.3%)** | **Real Estate (1.3%)** |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 2674707 | &nbsp;&nbsp;&nbsp;&nbsp; 274773 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  |  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Gaming & Leisure Properties Inc. | &nbsp;&nbsp;&nbsp;Gaming & Leisure Properties Inc. | &nbsp;&nbsp;&nbsp;Gaming & Leisure Properties Inc. | 3945596 | &nbsp;&nbsp;&nbsp;&nbsp; 184180 |
|  | &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | 6838456 | &nbsp;&nbsp;&nbsp;&nbsp; 175680 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **634633** |
| **Utilities (3.0%)** | **Utilities (3.0%)** | **Utilities (3.0%)** | **Utilities (3.0%)** | **Utilities (3.0%)** | **Utilities (3.0%)** |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;Sempra | 4134332 | &nbsp;&nbsp;&nbsp;&nbsp; 313259 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 5360598 | &nbsp;&nbsp;&nbsp;&nbsp; 302981 |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 2903201 | &nbsp;&nbsp;&nbsp;&nbsp; 301236 |
|  | &nbsp;&nbsp;&nbsp;PPL Corp. | &nbsp;&nbsp;&nbsp;PPL Corp. | &nbsp;&nbsp;&nbsp;PPL Corp. | 7687137 | &nbsp;&nbsp;&nbsp;&nbsp; 260517 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | 1749043 | &nbsp;&nbsp;&nbsp;&nbsp; 182250 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;595576 | &nbsp;&nbsp;&nbsp;&nbsp; 91784 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1452027** |
| **Total Common Stocks (Cost $13,970,591)** | **Total Common Stocks (Cost $13,970,591)** | **Total Common Stocks (Cost $13,970,591)** | **Total Common Stocks (Cost $13,970,591)** | **Total Common Stocks (Cost $13,970,591)** | **18311285** |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon |  |  |  |
| **Temporary Cash Investments (0.7%)** | **Temporary Cash Investments (0.7%)** | **Temporary Cash Investments (0.7%)** | **Temporary Cash Investments (0.7%)** | **Temporary Cash Investments (0.7%)** | **Temporary Cash Investments (0.7%)** |
| **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund | &nbsp;&nbsp;&nbsp;&nbsp; 4.355% |  | &nbsp;&nbsp;&nbsp;&nbsp; 64 | &nbsp;&nbsp; 6 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) |  |
| **Repurchase Agreements (0.7%)** | **Repurchase Agreements (0.7%)** | **Repurchase Agreements (0.7%)** | **Repurchase Agreements (0.7%)** | **Repurchase Agreements (0.7%)** | **Repurchase Agreements (0.7%)** |
|  | &nbsp;&nbsp;&nbsp;Bank of America Securities, LLC<br> (Dated 6/30/25, Repurchase Value $7,401, collateralized by U.S. Government Agency Obligations 1.500%–7.500%, 7/15/32–6/20/55, with a value of $7,548) | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 7400 | &nbsp;&nbsp; 7400 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Securities, LLC<br> (Dated 6/30/25, Repurchase Value $20,002, collateralized by U.S. Treasury Obligations 3.875%, 5/31/27, with a value of $20,400) | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 20000 | &nbsp;&nbsp; 20000 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Securities, LLC<br> (Dated 6/30/25, Repurchase Value $30,004, collateralized by U.S. Treasury Obligations 0.500%–6.625%, 2/15/27–8/15/54, with a value of $30,600) | &nbsp;&nbsp;&nbsp;&nbsp; 4.410% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 30000 | &nbsp;&nbsp; 30000 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank Securities, Inc.<br> (Dated 6/30/25, Repurchase Value $14,302, collateralized by U.S. Government Agency Obligations 4.500%–4.730%, 8/14/26–8/2/32, with a value of $14,587) | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 14300 | &nbsp;&nbsp; 14300 |
|  | &nbsp;&nbsp;&nbsp;HSBC Bank USA<br> (Dated 6/30/25, Repurchase Value $35,004, collateralized by U.S. Government Agency Obligations 5.500%, 3/1/54-7/1/54, with a value of $35,700) | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 35000 | &nbsp;&nbsp; 35000 |
|  | &nbsp;&nbsp;&nbsp;HSBC Bank USA<br> (Dated 6/30/25, Repurchase Value $41,205, collateralized by U.S. Treasury Obligations 0.000%–3.000%, 8/21/25–2/15/48, with a value of $42,024) | &nbsp;&nbsp;&nbsp;&nbsp; 4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 41200 | &nbsp;&nbsp; 41200 |
|  | &nbsp;&nbsp;&nbsp;JP Morgan Securities, LLC<br> (Dated 6/30/25, Repurchase Value $30,004, collateralized by U.S. Treasury Obligations 0.000%–2.875%, 8/12/25–11/30/25, with a value of $30,600) | &nbsp;&nbsp;&nbsp;&nbsp; 4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 30000 | &nbsp;&nbsp; 30000 |
|  | &nbsp;&nbsp;&nbsp;JP Morgan Securities, LLC<br> (Dated 6/30/25, Repurchase Value $30,004, collateralized by U.S. Treasury Obligations 0.500%–4.000%, 5/15/27–9/30/29, with a value of $30,600) | &nbsp;&nbsp;&nbsp;&nbsp; 4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 30000 | &nbsp;&nbsp; 30000 |
|  | &nbsp;&nbsp;&nbsp;Natixis SA<br> (Dated 6/30/25, Repurchase Value $40,205, collateralized by U.S. Treasury Obligations 0.000%–4.250%, 7/17/25–5/15/49, with a value of $41,004) | &nbsp;&nbsp;&nbsp;&nbsp; 4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 40200 | &nbsp;&nbsp; 40200 |
|  | &nbsp;&nbsp;&nbsp;NatWest Markets plc<br> (Dated 6/30/25, Repurchase Value $21,503, collateralized by U.S. Treasury Obligations 4.125%, 2/29/32, with a value of $21,930) | &nbsp;&nbsp;&nbsp;&nbsp; 4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 21500 | &nbsp;&nbsp; 21500 |
|  | &nbsp;&nbsp;&nbsp;Nomura International plc<br> (Dated 6/30/25, Repurchase Value $8,601, collateralized by U.S. Treasury Obligations 0.000%–3.250%, 10/2/25–2/15/45, with a value of $8,820) | &nbsp;&nbsp;&nbsp;&nbsp; 4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 8600 | &nbsp;&nbsp; 8600 |
|  | &nbsp;&nbsp;&nbsp;Nomura International plc<br> (Dated 6/30/25, Repurchase Value $30,004, collateralized by U.S. Treasury Obligations 1.500%–2.250%, 11/30/28–2/15/52, with a value of $30,600) | &nbsp;&nbsp;&nbsp;&nbsp; 4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 30000 | &nbsp;&nbsp; 30000 |
|  | &nbsp;&nbsp;&nbsp;RBC Capital Markets LLC<br> (Dated 6/30/25, Repurchase Value $27,403, collateralized by U.S. Treasury Obligations 1.125%–4.375%, 7/15/27–5/15/53, with a value of $27,948) | &nbsp;&nbsp;&nbsp;&nbsp; 4.410% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 27400 | &nbsp;&nbsp; 27400 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| &nbsp;&nbsp;&nbsp;Societe Generale<br> (Dated 6/30/25, Repurchase Value $28,804, collateralized by U.S. Treasury Obligations 3.250%–4.375%, 5/15/42–8/15/43, with a value of $29,376) | &nbsp;&nbsp;&nbsp;&nbsp; 4.390% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 28800 | &nbsp;&nbsp; 28800 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **364400** |
| **Total Temporary Cash Investments (Cost $364,402)** | **Total Temporary Cash Investments (Cost $364,402)** | **Total Temporary Cash Investments (Cost $364,402)** | **Total Temporary Cash Investments (Cost $364,402)** | &nbsp;&nbsp;&nbsp;&nbsp;**364406** |
| **Total Investments (99.3%) (Cost $45,771,900)** | **Total Investments (99.3%) (Cost $45,771,900)** | **Total Investments (99.3%) (Cost $45,771,900)** | **Total Investments (99.3%) (Cost $45,771,900)** | **48449853** |
| **Other Assets and Liabilities—Net (0.7%)** | **Other Assets and Liabilities—Net (0.7%)** | **Other Assets and Liabilities—Net (0.7%)** | **Other Assets and Liabilities—Net (0.7%)** | &nbsp;&nbsp;&nbsp;&nbsp;**328427** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **48778280** |
| Cost is in $000. | Cost is in $000. |  |  |  |

---

---

| | |
|:---|:---|
| 1 | Securities with a value of $5,564 have been segregated as initial margin for open futures contracts. |
| 2 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 3 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 4 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At June 30, 2025, the aggregate value was $7,032,338, representing 14.4% of net assets. |
| 5 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 6 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2025. |
| 7 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
| 8 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
| 9 | Scheduled principal and interest payments are guaranteed by Ambac Assurance Corp. |
| 10 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
| 11 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
|  | ADR—American Depositary Receipt. |
|  | DAC—Designated Activity Company. |
|  | GO—General Obligation Bond. |
|  | RBC—Royal Bank of Canada. |
|  | REIT—Real Estate Investment Trust. |
|  | REMICS—Real Estate Mortgage Investment Conduits. |
|  | SOFR30A—30 Day Average Secured Overnight Financing Rate. |
|  | TSFR1M—CME Term Secured Overnight Financing Rate 1-Month. |
|  | UMBS—Uniform Mortgage-Backed Securities. |

---

------

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| 5-Year U.S. Treasury Note | September 2025 | 1473 | 160557 | &nbsp;&nbsp;1986 |
| 10-Year U.S. Treasury Note | September 2025 | 687 | 77030 | &nbsp;&nbsp;976 |
|  |  |  |  | &nbsp;&nbsp;2962 |

---

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

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

------

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

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

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

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

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

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

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

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

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

------

The following table summarizes the market value of the fund's investments and derivatives as of June 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;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;6468991 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;6468991 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966628 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966628 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;20582713 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;20582713 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275905 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275905 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1479925 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1479925 |
| Common Stocks | 17565436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745849 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18311285 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364400 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364406 |
| Total | 17565442 | &nbsp;&nbsp;&nbsp;30884411 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;48449853 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | 2962 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2962 |

---

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-06-30

**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:** $48918019723.43

**Total Liabilities:** $122764204.04

**Net Assets:** $48795255519.39

**Cash Not Reported:** $1503248.12

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -36213.72011427 | **1-Year:** -1186977.06180880 | **5-Year:** -3908205.48915771 | **10-Year:** -6083797.83669237 | **30-Year:** -3906753.37042665

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

- **3-Month:** -94.00848852 | **1-Year:** -634.53160152 | **5-Year:** -3432.36283366 | **10-Year:** -15589.68676691 | **30-Year:** -8589.12158779

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012161 | -0.75%               | 0.92%                | 2.48%                |
| Class ID C000012162 | -0.75%               | 0.92%                | 2.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $181317515.01            | $-675951548.91                             |
| Month 2  | $60591589.58             | $232614656.68                              |
| Month 3  | $178221464.31            | $850472564.90                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $2130399.30   | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: 06675DCN0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  32665000 | PA      | $33866758.42  | 0.07%             | 2030-01-22      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                   | GREENSAIF PIPELI               | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   6563000 | PA      | $6756895.63   | 0.01%             | 2038-02-23      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |  17410000 | PA      | $18535938.65  | 0.04%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  15220000 | PA      | $14741764.92  | 0.03%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX HWY-TXB-B                 | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |  15100000 | PA      | $16620793.48  | 0.03%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   3365000 | PA      | $2528868.10   | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646553                      | CUSIP: 36292EH60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3475 | PA      | $3641.44      | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4546556.78   | 0.01%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: 09247XAS0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |  20194000 | PA      | $17420361.98  | 0.04%             | 2032-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |  14090000 | PA      | $9612106.56   | 0.02%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: 06675FAY3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  33875000 | PA      | $32722170.07  | 0.07%             | 2026-10-04      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |  29432000 | PA      | $23903530.79  | 0.05%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  43275000 | PA      | $41787762.45  | 0.09%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| LSEGA Financing PLC                                                              | LSEGA FIN PLC                  | CUSIP: 50220PAB9<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |  97795000 | PA      | $95472580.97  | 0.20%             | 2026-04-06      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  15378000 | PA      | $15064492.40  | 0.03%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                               | ALCON FINANCE CO               | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   8670000 | PA      | $6381673.84   | 0.01%             | 2049-09-23      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                             | BRIGHTHS FIN GLB               | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |  33368000 | PA      | $34123440.51  | 0.07%             | 2029-06-10      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA                                                                    | HSBC TRIPARTY TREAS            | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Long             | RA               | CORP              | US        |  41200000 | PA      | $41200000.00  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12030000 | PA      | $8903486.25   | 0.02%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  19070000 | PA      | $13522419.91  | 0.03%             | 2042-11-03      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |  31045000 | PA      | $28735255.10  | 0.06%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617156                      | CUSIP: 36290TTM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9542 | PA      | $9958.84      | 0.00%             | 2036-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                                    | RIO TINTO-ADR                  | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | US        |   1844636 | NS      | $107597617.88 | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $949435.33    | 0.00%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  16575000 | PA      | $17983020.23  | 0.04%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71657139                                               | HAROT 2024-2 A3                | CUSIP: 437930AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  29595000 | PA      | $29948737.20  | 0.06%             | 2028-11-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  29970000 | PA      | $29640906.32  | 0.06%             | 2026-12-18      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) Sep25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      1473 | NC      | $1985808.96   | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen LLC                                                                       | NUVEEN LLC                     | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3630000 | PA      | $3781353.29   | 0.01%             | 2030-01-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $4932813.09   | 0.01%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   7390000 | PA      | $7532060.78   | 0.02%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3193847.81   | 0.01%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO GLOBAL FUND                | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   5710000 | PA      | $5760469.49   | 0.01%             | 2027-12-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 130336000 | PA      | $133960970.00 | 0.27%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |   7881683 | NS      | $164963625.19 | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4337206.14   | 0.01%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC               | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  21160000 | PA      | $20740506.81  | 0.04%             | 2054-04-04      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  12760000 | PA      | $9251630.98   | 0.02%             | 2040-05-15      | Fixed         | 2.75%                 | 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        |   7310000 | PA      | $5009554.99   | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |  11790000 | PA      | $10992036.29  | 0.02%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Brown University                                                                 | BROWN UNIVERSITY               | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |   4695000 | PA      | $3096294.09   | 0.01%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4097 KA                    | CUSIP: 3137ATLD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1735317 | PA      | $1712162.62   | 0.00%             | 2031-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC               | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   7050000 | PA      | $7187937.20   | 0.01%             | 2030-04-01      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |  13135000 | PA      | $12730113.10  | 0.03%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |  30855000 | PA      | $26375665.49  | 0.05%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd                                                | OOREDOO INTL FIN               | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |  45300000 | PA      | $40779838.25  | 0.08%             | 2031-04-08      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  42480000 | PA      | $40150453.72  | 0.08%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5768600 | PA      | $5835299.44   | 0.01%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | SORT 2020-1 A1                 | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4982518 | PA      | $4929200.04   | 0.01%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100346200 | PA      | $99769993.05  | 0.20%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                              | ASHTEAD CAPITAL                | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   8250000 | PA      | $8531812.82   | 0.02%             | 2033-10-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  27275000 | PA      | $22824897.46  | 0.05%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP3800                      | CUSIP: 3138M7GJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1816 | PA      | $1786.35      | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |  20255000 | PA      | $15837957.92  | 0.03%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3202971.42   | 0.01%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605586                      | CUSIP: 36200NXP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       840 | PA      | $870.66       | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9275000 | PA      | $9315664.01   | 0.02%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  33715000 | PA      | $34278287.63  | 0.07%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21136000 | PA      | $15080557.14  | 0.03%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   9981000 | PA      | $9943647.21   | 0.02%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |  10280000 | PA      | $10659591.36  | 0.02%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621256                      | CUSIP: 36290YE53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     41818 | PA      | $43252.91     | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |  24463000 | PA      | $22961860.54  | 0.05%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                  | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  29140000 | PA      | $28768738.92  | 0.06%             | 2027-04-07      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                            | BELL 2021-1A A2II              | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  36077400 | PA      | $32805796.74  | 0.07%             | 2051-08-25      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co                                           | MASS MUTUAL LIFE               | CUSIP: 575767AR9<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |  19410000 | PA      | $11716510.71  | 0.02%             | 2061-12-01      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  56830000 | PA      | $55958833.61  | 0.11%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  17942000 | PA      | $18371171.56  | 0.04%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5407186.48   | 0.01%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | PRICOA GLOB FUND               | CUSIP: 74153WCX5<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   5230000 | PA      | $5317027.20   | 0.01%             | 2035-05-28      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  24565000 | PA      | $21507767.35  | 0.04%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1686000 | PA      | $1195717.94   | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2016-58 LZ                 | CUSIP: 3136ATAD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8861035 | PA      | $7431330.16   | 0.02%             | 2046-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  17375000 | PA      | $17823809.80  | 0.04%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4128571.15   | 0.01%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   3049000 | PA      | $2105041.13   | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Indiana University Health Inc Obligated Group                                    | INDIANA UNIV                   | CUSIP: 455170AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12815000 | PA      | $8027852.44   | 0.02%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6192                      | CUSIP: 31417C3A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2329 | PA      | $2286.20      | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   9465000 | PA      | $8506406.66   | 0.02%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  56040000 | PA      | $59620422.50  | 0.12%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                    | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |   6465000 | PA      | $5161642.68   | 0.01%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SSM Health Care Corp                                                             | SSM HEALTH CARE                | CUSIP: 784710AA3<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |  41615000 | PA      | $41294572.82  | 0.08%             | 2027-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital/The                                                              | TOLEDO HOSPITAL                | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |   8690000 | PA      | $8678548.40   | 0.02%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BB1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   3976000 | PA      | $4020758.43   | 0.01%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                               | REGAL REXNORD                  | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   6080000 | PA      | $6113889.80   | 0.01%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   6840000 | PA      | $6953653.65   | 0.01%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $22243860.40  | 0.05%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  14530000 | PA      | $13636315.35  | 0.03%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | EQUITABLE FINANC               | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  26910000 | PA      | $26123590.50  | 0.05%             | 2026-07-12      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  35495000 | PA      | $34946456.72  | 0.07%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |   1991190 | NS      | $178052209.80 | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   8530000 | PA      | $8566954.77   | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   3505000 | PA      | $3523851.61   | 0.01%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2016-49 BZ                 | CUSIP: 3136ATKU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7246675 | PA      | $6063049.93   | 0.01%             | 2046-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                                                   | DEUTSCHE TRIPARTY MTGE         | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | Long             | RA               | CORP              | US        |  14300000 | PA      | $14300000.00  | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: 05578AAN8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  48550000 | PA      | $45036941.91  | 0.09%             | 2029-10-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   6265000 | PA      | $5011511.64   | 0.01%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  58110000 | PA      | $49497931.81  | 0.10%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  36950000 | PA      | $36489132.63  | 0.07%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   9459000 | PA      | $9665216.89   | 0.02%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-A             | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14470000 | PA      | $10653456.47  | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                 | WFLF 2023-1A A                 | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |  25995617 | PA      | $26165659.53  | 0.05%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | EQUITABLE FINANC               | CUSIP: 29449WAF4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  30265000 | PA      | $28297966.27  | 0.06%             | 2028-03-08      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |  12705000 | PA      | $12862899.52  | 0.03%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  12170000 | PA      | $11778000.16  | 0.02%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO GLOBAL FUND                | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |  22195000 | PA      | $20731912.48  | 0.04%             | 2029-01-06      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |  10065000 | PA      | $9842426.52   | 0.02%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |  29696000 | PA      | $23888280.52  | 0.05%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29638388.40  | 0.06%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BS0344                      | CUSIP: 3140LAL29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19811664 | PA      | $15686376.70  | 0.03%             | 2036-01-01      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 621857                      | CUSIP: 36290YZW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15327 | PA      | $15736.44     | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 297841300 | PA      | $296317189.48 | 0.61%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |  15990000 | PA      | $16900276.64  | 0.03%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                  | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |   8750000 | PA      | $7319083.63   | 0.01%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                      | QATAR ENERGY                   | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |  23670000 | PA      | $17409461.58  | 0.04%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  22071000 | PA      | $16079398.21  | 0.03%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $13594500.27  | 0.03%             | 2043-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 659282                      | CUSIP: 36294TM77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       567 | PA      | $594.60       | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 659684                      | CUSIP: 36294T2R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14561 | PA      | $15256.78     | 0.00%             | 2036-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2354798.20   | 0.00%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  33125000 | PA      | $32445159.73  | 0.07%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2226656.50   | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B           | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4595000 | PA      | $3412053.55   | 0.01%             | 2042-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 153363700 | PA      | $151830063.00 | 0.31%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  36510000 | PA      | $29557183.10  | 0.06%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                 | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  66766000 | PA      | $61157325.51  | 0.13%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN               | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |   7003000 | PA      | $5921151.07   | 0.01%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781484                      | CUSIP: 36225BUH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       596 | PA      | $612.40       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   6613000 | PA      | $6268777.54   | 0.01%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 138400900 | PA      | $140401224.82 | 0.29%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Louisville and Jefferson County Metropolitan Sewer District                      | LOUISVILLE/JEFFERSON           | CUSIP: 546589QY1<br>LEI: 5493004O4I11L8BK0A22 | Long             | DBT              | MUN               | US        |  11000000 | PA      | $11528829.40  | 0.02%             | 2043-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS CMNWLTH          | CUSIP: 576004HG3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   6681776 | PA      | $6664897.85   | 0.01%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  32895000 | PA      | $26949578.75  | 0.06%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mid-Atlantic Interstate Transmission LLC                                         | MID-ATLANTIC INT               | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3374827.79   | 0.01%             | 2028-05-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  30653000 | PA      | $28382258.87  | 0.06%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                  | YALE UNIVERSITY                | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $740265.16    | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3285000 | PA      | $3211771.77   | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |  39053000 | PA      | $35294087.05  | 0.07%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12471.74     | 0.00%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2017-84 KA                 | CUSIP: 3136AYMB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1474927 | PA      | $1457493.46   | 0.00%             | 2053-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 156474600 | PA      | $157006369.54 | 0.32%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                                          | ABU DHABI DEVELO               | CUSIP: 00402D2C8<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |  32900000 | PA      | $32333145.50  | 0.07%             | 2031-10-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 199172800 | PA      | $199647390.94 | 0.41%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3026118.07   | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  16530000 | PA      | $16469260.68  | 0.03%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  86579100 | PA      | $87752652.86  | 0.18%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  16460000 | PA      | $16317927.81  | 0.03%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL C-2              | CUSIP: 64966SGN0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |  25165000 | PA      | $24441604.39  | 0.05%             | 2037-09-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3973000 | PA      | $2360493.83   | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  16385000 | PA      | $14609030.51  | 0.03%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                              | ASHTEAD CAPITAL                | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   4475000 | PA      | $4520239.07   | 0.01%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9002                      | CUSIP: 31417GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18564 | PA      | $18160.55     | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA          | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14850000 | PA      | $9571548.20   | 0.02%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |  37130000 | PA      | $36213069.08  | 0.07%             | 2027-06-03      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   9180000 | PA      | $7260316.13   | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  35955000 | PA      | $29857974.74  | 0.06%             | 2050-03-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8185000 | PA      | $6503733.39   | 0.01%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |  35960000 | PA      | $33685546.90  | 0.07%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | PRICOA GLOB FUND               | CUSIP: 74153WCS6<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |  33652000 | PA      | $34437202.45  | 0.07%             | 2028-05-30      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   7398000 | PA      | $7773817.88   | 0.02%             | 2029-10-03      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                             | FIRSTENERGY PENN               | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1953939.09   | 0.00%             | 2028-04-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  22405000 | PA      | $21843300.82  | 0.04%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2118881.71   | 0.00%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |  16810000 | PA      | $17210346.29  | 0.04%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                     | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |  38645000 | PA      | $34911149.47  | 0.07%             | 2031-05-05      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |  10135000 | PA      | $10409985.05  | 0.02%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71577453                                               | GMCAR 2024-2 A3                | CUSIP: 379931AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23030000 | PA      | $23234223.13  | 0.05%             | 2029-03-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |  10994000 | PA      | $10788681.11  | 0.02%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2473000 | PA      | $2121961.16   | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  14161000 | PA      | $13588625.27  | 0.03%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 159390000 | PA      | $162378562.50 | 0.33%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LSEGA Financing PLC                                                              | LSEGA FIN PLC                  | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |  63125000 | PA      | $59419103.58  | 0.12%             | 2028-04-06      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  37985000 | PA      | $33458817.94  | 0.07%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | PROTECTIVE LIFE                | CUSIP: 74368CBP8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30237761.10  | 0.06%             | 2027-07-06      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  32739000 | PA      | $24578144.23  | 0.05%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CA REGENTS-Q           | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  45480000 | PA      | $38414786.60  | 0.08%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| County of Riverside CA                                                           | RIVERSIDE CO-TXBL-REV          | CUSIP: 76913CBF5<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |   9875000 | PA      | $9082590.50   | 0.02%             | 2038-02-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  20735000 | PA      | $17723718.36  | 0.04%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A            | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  18505000 | PA      | $15957747.89  | 0.03%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   5892000 | PA      | $4408562.97   | 0.01%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-6                                                  | AOMT 2021-6 A1                 | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18722239 | PA      | $15757763.60  | 0.03%             | 2066-09-25      | Variable      | 1.46%                 | Yes           |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA GLOBAL                     | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |  16445000 | PA      | $16978818.51  | 0.03%             | 2029-05-24      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |  17538000 | PA      | $14392218.24  | 0.03%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  11665000 | PA      | $12013528.39  | 0.02%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   9770000 | PA      | $7483250.31   | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $6686248.00   | 0.01%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS          | CUSIP: 47770VBR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10225000 | PA      | $10268468.52  | 0.02%             | 2033-01-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 137329200 | PA      | $140751700.47 | 0.29%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70000000 | PA      | $70336328.30  | 0.14%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   4168000 | PA      | $4300751.01   | 0.01%             | 2029-01-19      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  30600000 | PA      | $30654469.84  | 0.06%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                                  | T-MOBILE US INC                | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |    716671 | NS      | $170754032.46 | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   9627000 | PA      | $9512322.50   | 0.02%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2245083.21   | 0.00%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION-A                | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |   1180654 | NS      | $192068792.72 | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BG0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   6990000 | PA      | $7049280.86   | 0.01%             | 2034-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  54484000 | PA      | $48727247.26  | 0.10%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  34725000 | PA      | $32366448.83  | 0.07%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp                                                             | ARES MANAGEM- A                | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |   1052120 | NS      | $182227184.00 | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $10650680.43  | 0.02%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  48603000 | PA      | $47499351.75  | 0.10%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ6061                      | CUSIP: 3138MMWX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        98 | PA      | $97.39        | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37290600 | PA      | $37876178.77  | 0.08%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |   8323000 | PA      | $6874367.37   | 0.01%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569577                      | CUSIP: 36200QXE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       592 | PA      | $608.17       | 0.00%             | 2036-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                 | CUSIP: 09290DAK7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   6585000 | PA      | $6419397.33   | 0.01%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  38610000 | PA      | $25970273.64  | 0.05%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                             | SAUDI ARAB OIL                 | CUSIP: 80414L3B9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |  28795000 | PA      | $28920066.19  | 0.06%             | 2035-06-02      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  11275000 | PA      | $10089370.61  | 0.02%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29986000 | PA      | $29615860.31  | 0.06%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |  16960000 | PA      | $17372155.98  | 0.04%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   4495000 | PA      | $4594788.87   | 0.01%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13410000 | PA      | $8477686.94   | 0.02%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |   4977250 | NS      | $446658415.00 | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON                  | CUSIP: 902674ZZ6<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |  60465000 | PA      | $58770614.10  | 0.12%             | 2026-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5612111.73   | 0.01%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |  18665000 | PA      | $18092086.60  | 0.04%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20182031.20  | 0.04%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  34978000 | PA      | $35740770.49  | 0.07%             | 2030-01-07      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| County of Broward FL Airport System Revenue                                      | BROWARD CNTY FL ARPT           | CUSIP: 114894ZW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10070000 | PA      | $8147369.14   | 0.02%             | 2043-10-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co LLC                                                | COLUMBIA PIPE HC               | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7195000 | PA      | $7227992.82   | 0.01%             | 2031-10-01      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2785153.06   | 0.01%             | 2029-04-15      | 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        |   3275000 | PA      | $2887492.60   | 0.01%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  22260000 | PA      | $22825549.80  | 0.05%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLA GAS & ELEC                | CUSIP: 678858BC4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10482124.40  | 0.02%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   9270000 | PA      | $7619599.61   | 0.02%             | 2047-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3790505.60   | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  15105000 | PA      | $15752969.76  | 0.03%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $40496874.80  | 0.08%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  14387000 | PA      | $13182046.60  | 0.03%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658048                      | CUSIP: 36294SBR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        59 | PA      | $61.34        | 0.00%             | 2036-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  18668000 | PA      | $15628842.13  | 0.03%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644020                      | CUSIP: 36292BPD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3734 | PA      | $3864.91      | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co                                                                   | OHIO EDISON CO                 | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3415000 | PA      | $3461931.66   | 0.01%             | 2029-12-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2955                      | CUSIP: 3138EKH99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2905 | PA      | $2847.26      | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA GLOBAL                     | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |  14750000 | PA      | $15228039.98  | 0.03%             | 2031-01-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  50276000 | PA      | $51708678.97  | 0.11%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $4454622.81   | 0.01%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3719548.34   | 0.01%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                          | BAYER US FIN II                | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |  23781000 | PA      | $23714050.78  | 0.05%             | 2025-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                             | SAUDI ARAB OIL                 | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |  23000000 | PA      | $23091444.09  | 0.05%             | 2055-06-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1082581.77   | 0.00%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO TRANSIT SER B          | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  28902857 | PA      | $32013853.84  | 0.07%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   8555000 | PA      | $8779587.57   | 0.02%             | 2035-05-30      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                | CUSIP: 55608JAX6<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  42250000 | PA      | $40361936.23  | 0.08%             | 2028-04-14      | Variable      | 1.94%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25017600 | PA      | $15863699.19  | 0.03%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                 | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |  48265000 | PA      | $32675612.54  | 0.07%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 271340500 | PA      | $271457092.30 | 0.56%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  26635000 | PA      | $17861240.83  | 0.04%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   8385000 | PA      | $8216023.05   | 0.02%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    240000 | PA      | $200729.42    | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | TRST PRINCETON U               | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |   1968000 | PA      | $1648123.50   | 0.00%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  65000000 | PA      | $62839024.95  | 0.13%             | 2026-09-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  19410000 | PA      | $16441661.31  | 0.03%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1931458.11   | 0.00%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 657078                      | CUSIP: 36294Q6P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16492 | PA      | $17227.03     | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 659631                      | CUSIP: 36294TY41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     64523 | PA      | $67419.69     | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   6685000 | PA      | $5403013.14   | 0.01%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MAPS 2019-1 Ltd                                                                  | MAPSL 2019-1A A                | CUSIP: 55283LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   1382757 | PA      | $1363403.63   | 0.00%             | 2044-03-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Northeastern University                                                          | NRTHEAST UNIV                  | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |   8570000 | PA      | $5580243.06   | 0.01%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Met Tower Global Funding                                                         | MET TOWER                      | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   9525000 | PA      | $9817626.95   | 0.02%             | 2029-04-12      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2013-43 XP                 | CUSIP: 3136AD2H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1229219 | PA      | $1183855.05   | 0.00%             | 2041-08-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1817577.26   | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co                                                                    | BOSTON GAS CO                  | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |  13050000 | PA      | $12034019.13  | 0.02%             | 2032-03-16      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSN-TXB-E-BABS          | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |  17705000 | PA      | $19204000.91  | 0.04%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $13427016.64  | 0.03%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   7504000 | PA      | $6063022.34   | 0.01%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   9890000 | PA      | $9630699.23   | 0.02%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC               | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   8940000 | PA      | $9400130.89   | 0.02%             | 2032-01-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | PROTECTIVE LIFE                | CUSIP: 74368CCC6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   8795000 | PA      | $8906055.26   | 0.02%             | 2030-06-05      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                         | FERGUSON ENTERPR               | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |    816448 | NS      | $177781552.00 | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Pipelines Operating Co LLC                                              | COLUMBIA PIPE OC               | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  39029000 | PA      | $40338289.08  | 0.08%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1512 A3                 | CUSIP: 3137FMTT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7200000 | PA      | $6400139.04   | 0.01%             | 2034-04-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |  33730000 | PA      | $30548891.32  | 0.06%             | 2032-06-03      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS NJ ST UNIV             | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |   9215000 | PA      | $7298421.91   | 0.01%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  36975000 | PA      | $37104429.51  | 0.08%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  14425000 | PA      | $14736689.05  | 0.03%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |   5261466 | NS      | $306848697.12 | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 310228                      | CUSIP: 31374CSR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5054009 | PA      | $4555082.48   | 0.01%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |   3282000 | PA      | $2607890.49   | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   8745000 | PA      | $7456364.26   | 0.02%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   9995000 | PA      | $8835754.81   | 0.02%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2855000 | PA      | $2675670.31   | 0.01%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6485000 | PA      | $6637760.08   | 0.01%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   4570000 | PA      | $4248986.66   | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  19440000 | PA      | $14671913.29  | 0.03%             | 2042-04-22      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32567000 | PA      | $32961365.85  | 0.07%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |  11315000 | PA      | $10177109.51  | 0.02%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corp                                                            | KEYSPAN GAS EAST               | CUSIP: 49338CAA1<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   5060000 | PA      | $4886577.51   | 0.01%             | 2041-04-01      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                       | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  21305000 | PA      | $21251518.91  | 0.04%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECT                  | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   7055000 | PA      | $7209572.86   | 0.01%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  36945000 | PA      | $25360073.96  | 0.05%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4670000 | PA      | $4594790.68   | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  18471000 | PA      | $17960316.38  | 0.04%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  24437000 | PA      | $25261514.40  | 0.05%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  24405000 | PA      | $23252786.26  | 0.05%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EG1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |  20945000 | PA      | $20546161.54  | 0.04%             | 2026-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  37098000 | PA      | $37675570.97  | 0.08%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  31115000 | PA      | $31893512.86  | 0.07%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $10967552.64  | 0.02%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8695000 | PA      | $8634799.47   | 0.02%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |  17300000 | PA      | $17505501.51  | 0.04%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3995000 | PA      | $3990133.69   | 0.01%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                                                                        | IDEX CORP                      | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |   1004326 | NS      | $176329515.82 | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  65985000 | PA      | $64902616.37  | 0.13%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   7910000 | PA      | $7909211.61   | 0.02%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC               | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  23895000 | PA      | $25891724.26  | 0.05%             | 2033-10-06      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH              | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |  16940000 | PA      | $10963989.81  | 0.02%             | 2060-07-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  23705000 | PA      | $20836342.51  | 0.04%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514BRN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |  31735000 | PA      | $32311519.91  | 0.07%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co LLC                                              | COLUMBIA PIPE OC               | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $852580.36    | 0.00%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |   8520000 | PA      | $7690724.97   | 0.02%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                 | CA ST HLTH FACS AUTH           | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   6305000 | PA      | $5901604.21   | 0.01%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                   | GREENSAIF PIPELI               | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |  27045000 | PA      | $27950224.55  | 0.06%             | 2042-02-23      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  81200000 | PA      | $83562362.97  | 0.17%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10514000 | PA      | $10462251.35  | 0.02%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                  | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |  11625000 | PA      | $7119380.76   | 0.01%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  24845000 | PA      | $23213067.60  | 0.05%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4890000 | PA      | $4048313.49   | 0.01%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  15315000 | PA      | $14679741.00  | 0.03%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189WAD2<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   4406000 | PA      | $4921963.09   | 0.01%             | 2037-11-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | COREBRIDGE GF                  | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  17540000 | PA      | $17763685.34  | 0.04%             | 2026-07-02      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2743000 | PA      | $2057075.57   | 0.00%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |  29745000 | PA      | $29458922.11  | 0.06%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2015-5 EP                  | CUSIP: 3136AMMM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2602862 | PA      | $2498285.67   | 0.01%             | 2043-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  18010000 | PA      | $18475521.40  | 0.04%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |   1353113 | NS      | $315112955.44 | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 3823 DB                    | CUSIP: 3137A8D70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    853157 | PA      | $837047.71    | 0.00%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   9576000 | PA      | $8528515.16   | 0.02%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2011786.44   | 0.00%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KANSAS ST DEV FIN AUT          | CUSIP: 485429Z72<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |  38405000 | PA      | $36104717.16  | 0.07%             | 2045-04-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  12550000 | PA      | $7874491.85   | 0.02%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO TRANSIT SER A          | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  56556984 | PA      | $62644568.52  | 0.13%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B           | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7175000 | PA      | $4712949.69   | 0.01%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | EQUITABLE HOLDIN               | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |   3436693 | NS      | $192798477.30 | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC               | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   8510000 | PA      | $7477240.53   | 0.02%             | 2031-09-23      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |  26975000 | PA      | $26415562.51  | 0.05%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co                                                             | MISS POWER CO                  | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |   5919000 | PA      | $5046097.31   | 0.01%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                            | WHISTLER PIPELIN               | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   6430000 | PA      | $6508489.79   | 0.01%             | 2029-09-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   6715000 | PA      | $6459973.30   | 0.01%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACCAR Inc                                                                       | PACCAR INC                     | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |   3738416 | NS      | $355373824.96 | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |  25692000 | PA      | $23071785.45  | 0.05%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Johnsonville Aeroderivative Combustion Turbine Generation LLC                    | JOHNSONVILLE AER               | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17610470 | PA      | $16833735.91  | 0.03%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  83980000 | PA      | $74304513.04  | 0.15%             | 2030-08-21      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU0279                      | CUSIP: 3138WZJZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37661 | PA      | $36808.19     | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |  19940000 | PA      | $20807152.91  | 0.04%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  13810000 | PA      | $12109390.75  | 0.02%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA          | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  27700000 | PA      | $17478990.85  | 0.04%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co LLC                                              | COLUMBIA PIPE OC               | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11685000 | PA      | $12335402.99  | 0.03%             | 2030-08-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: 05571AAX3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   7710000 | PA      | $7921306.89   | 0.02%             | 2029-05-30      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |  38235000 | PA      | $35497086.09  | 0.07%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: 59217GCK3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  43250000 | PA      | $42124981.87  | 0.09%             | 2027-09-19      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                    | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  30960000 | PA      | $30221397.19  | 0.06%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $2585360.58   | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMERICAN ELECTRI               | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |   2903201 | NS      | $301236135.76 | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  30313000 | PA      | $18426421.21  | 0.04%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  29815000 | PA      | $29801725.17  | 0.06%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14978973.30  | 0.03%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                                           | SAMMONS FIN GLO                | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   7445000 | PA      | $7558045.85   | 0.02%             | 2028-01-10      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4915000 | PA      | $4246871.37   | 0.01%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |  19305000 | PA      | $18666010.29  | 0.04%             | 2054-05-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA GLOBAL FNDING               | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |  13185000 | PA      | $13218214.99  | 0.03%             | 2031-12-09      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |  15175000 | PA      | $9670161.01   | 0.02%             | 2050-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  19235000 | PA      | $19739618.88  | 0.04%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2021-215 KA                | CUSIP: 38383DY69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  57820510 | PA      | $51517513.65  | 0.11%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co                                                                    | BOSTON GAS CO                  | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |   8010000 | PA      | $7798864.49   | 0.02%             | 2027-08-01      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   7501000 | PA      | $5906424.67   | 0.01%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                  | SBA TOWER TRUST                | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  53140000 | PA      | $50600636.02  | 0.10%             | 2027-04-15      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 663795                      | CUSIP: 36294YNL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        53 | PA      | $54.28        | 0.00%             | 2037-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                            | NXP SEMICONDUCTO               | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | US        |   1249637 | NS      | $273033188.13 | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| GA Global Funding Trust                                                          | GA GLOBAL FNDING               | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |  14414000 | PA      | $14766461.22  | 0.03%             | 2029-01-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |  61923000 | PA      | $51044731.47  | 0.10%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Lseg US Fin Corp                                                                 | LSEG US FIN CORP               | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |   7265000 | PA      | $7450136.10   | 0.02%             | 2034-03-28      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA GLOBAL FNDING               | CUSIP: 36143L2S3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |  13193000 | PA      | $13394930.87  | 0.03%             | 2035-01-13      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                                | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |        64 | NS      | $6418.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                  | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |    529352 | NS      | $145899998.24 | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |  26785000 | PA      | $22326047.48  | 0.05%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   7945000 | PA      | $6524465.86   | 0.01%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |  10010000 | PA      | $10448541.10  | 0.02%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617301                      | CUSIP: 36290TX61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       118 | PA      | $123.97       | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  90770000 | PA      | $88203856.76  | 0.18%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                              | ASHTEAD CAPITAL                | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   9088000 | PA      | $9214654.28   | 0.02%             | 2032-08-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3915000 | PA      | $3961224.95   | 0.01%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  70000000 | PA      | $71845874.80  | 0.15%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  39620000 | PA      | $39682437.55  | 0.08%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |  36625000 | PA      | $35113706.00  | 0.07%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |  18970000 | PA      | $14384228.62  | 0.03%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  16720000 | PA      | $16715357.02  | 0.03%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  17788000 | PA      | $13426453.02  | 0.03%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  64900000 | PA      | $63476296.49  | 0.13%             | 2027-10-23      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $1638229.31   | 0.00%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |  31015000 | PA      | $31965519.19  | 0.07%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $1926074.05   | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                 | TRANE TECH                     | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   1080000 | PA      | $1113404.64   | 0.00%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 687750                      | CUSIP: 36296DBT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     67051 | PA      | $69640.45     | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1168731.50   | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 571878                      | CUSIP: 36200TJX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4195 | PA      | $4319.02      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1114415.62   | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |  13425000 | PA      | $13268060.54  | 0.03%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  17785000 | PA      | $17964601.47  | 0.04%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  11420000 | PA      | $11001582.39  | 0.02%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |   6288830 | NS      | $497823782.80 | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5276028.65   | 0.01%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Canada                                                | CONSTELLATION ST               | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |  11138000 | PA      | $11359629.49  | 0.02%             | 2034-02-16      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  42315000 | PA      | $42523697.58  | 0.09%             | 2028-08-22      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  26200000 | PA      | $26115078.73  | 0.05%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1521 A2                 | CUSIP: 3137H2NY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17210000 | PA      | $13468649.26  | 0.03%             | 2036-08-25      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   2752000 | PA      | $2124939.52   | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                                            | BERMUDA-GOVT OF                | CUSIP: 085209AG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |  18405000 | PA      | $16303869.19  | 0.03%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  13265000 | PA      | $10466944.70  | 0.02%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   9335000 | PA      | $6963277.27   | 0.01%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |  45000000 | PA      | $48886567.65  | 0.10%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K516 A2                   | CUSIP: 3137HBPM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  41561116 | PA      | $43280773.67  | 0.09%             | 2029-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $3594903.17   | 0.01%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  19690000 | PA      | $19948651.19  | 0.04%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   8375000 | PA      | $8253814.34   | 0.02%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53773500 | PA      | $53847018.59  | 0.11%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  34170000 | PA      | $34850573.80  | 0.07%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WESTINGHOUSE AIR               | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2224398.21   | 0.00%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  31185000 | PA      | $28001290.29  | 0.06%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  34127000 | PA      | $28873419.66  | 0.06%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |   4106699 | NS      | $311164583.23 | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   8465000 | PA      | $7294690.81   | 0.01%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                        | UNIV OF CHICAGO                | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |   9540000 | PA      | $7388190.13   | 0.02%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |  47570000 | PA      | $30614229.59  | 0.06%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   4510000 | PA      | $4674579.42   | 0.01%             | 2030-03-01      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CATHOLIC HEALTH                | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |  21485000 | PA      | $18032305.50  | 0.04%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                   | CUSIP: 78433LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6875073 | PA      | $6046393.35   | 0.01%             | 2033-11-15      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                  | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |  12150000 | PA      | $8621129.34   | 0.02%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |   5199598 | NS      | $293881278.96 | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  26690000 | PA      | $26699518.72  | 0.05%             | 2030-09-11      | Variable      | 4.63%                 | 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        |     35000 | PA      | $36453.22     | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |  27695000 | PA      | $16827870.28  | 0.03%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                                      | BRDCOM CRP / FIN               | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |  10955000 | PA      | $10886848.18  | 0.02%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  93002000 | PA      | $81222861.45  | 0.17%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1513 A3                 | CUSIP: 3137FPJ97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7552000 | PA      | $6569467.43   | 0.01%             | 2034-08-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  70000000 | PA      | $62323868.60  | 0.13%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1439599.88   | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1111000 | PA      | $1166415.92   | 0.00%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | EMERA US FINANCE               | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23660000 | PA      | $23398525.06  | 0.05%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   5620000 | PA      | $4148404.80   | 0.01%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |  44450000 | PA      | $40430331.83  | 0.08%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550730                      | CUSIP: 36213CY38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18013 | PA      | $18668.20     | 0.00%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | EQUITABLE FINANC               | CUSIP: 29449WAL1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  12195000 | PA      | $11766599.89  | 0.02%             | 2026-11-12      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |  27670000 | PA      | $27332553.01  | 0.06%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  24910000 | PA      | $24090477.69  | 0.05%             | 2027-10-19      | Variable      | 2.04%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  18095000 | PA      | $18224649.95  | 0.04%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  14775000 | PA      | $14610976.67  | 0.03%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                      | RAYMOND JAMES                  | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |   1171596 | NS      | $179687678.52 | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16975000 | PA      | $11252842.93  | 0.02%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    885000 | PA      | $707416.63    | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |  12830000 | PA      | $13126292.17  | 0.03%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B           | CUSIP: 13077DRV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15330000 | PA      | $10185734.90  | 0.02%             | 2052-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 689575                      | CUSIP: 36296FCL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       797 | PA      | $832.24       | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |  34327000 | PA      | $34708010.48  | 0.07%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER OP LLC               | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |  26200000 | PA      | $26287477.08  | 0.05%             | 2035-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-S1               | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |  24800000 | PA      | $28108761.44  | 0.06%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |  19310000 | PA      | $19451382.61  | 0.04%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT -A1-A3           | CUSIP: 54627RAT7<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |  18170000 | PA      | $18266807.94  | 0.04%             | 2039-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |  59218000 | PA      | $60223945.05  | 0.12%             | 2035-06-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN-A-REF-TXBL           | CUSIP: 977100EL6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |  20825000 | PA      | $19330802.09  | 0.04%             | 2036-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                            | BELL 2021-1A A2I               | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20210025 | PA      | $19262631.57  | 0.04%             | 2051-08-25      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                         | LIBERTY MUTUAL                 | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |  28825000 | PA      | $26646492.98  | 0.05%             | 2052-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3085000 | PA      | $2470992.20   | 0.01%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  36075000 | PA      | $27084776.31  | 0.06%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  25160000 | PA      | $20955928.80  | 0.04%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Glencore Canada Corp                                                             | NORANDA INC                    | CUSIP: 655422AV5<br>LEI: 549300ED6C93BGYAS129 | Long             | DBT              | CORP              | CA        |   3537000 | PA      | $3677260.48   | 0.01%             | 2035-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |  36735000 | PA      | $37782712.32  | 0.08%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                 | CUSIP: 80413TBE8<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |   8699000 | PA      | $7389823.47   | 0.02%             | 2053-01-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |   1794091 | NS      | $178963068.89 | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 652578                      | CUSIP: 36292L6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7688 | PA      | $8032.67      | 0.00%             | 2036-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  16060000 | PA      | $14115532.77  | 0.03%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  36000000 | PA      | $34934698.44  | 0.07%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  24105000 | PA      | $24401696.87  | 0.05%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   4570000 | PA      | $2891739.02   | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23014000 | PA      | $23111090.31  | 0.05%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ-192            | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |  10910000 | PA      | $9784429.48   | 0.02%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 3775 DB                    | CUSIP: 3137A4UE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    530916 | PA      | $530358.39    | 0.00%             | 2030-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                     | CUSIP: 62878U2E1<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |  68983000 | PA      | $60200294.84  | 0.12%             | 2032-01-08      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: 82620KAF0<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |  33200000 | PA      | $28888461.08  | 0.06%             | 2045-05-27      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  18625000 | PA      | $18367174.87  | 0.04%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV CA-BABS                   | CUSIP: 913366DF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15790000 | PA      | $16834865.35  | 0.03%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Home Partners of America 2021-2 Trust                                            | HPA 2021-2 A                   | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  29475671 | PA      | $28381655.25  | 0.06%             | 2026-12-17      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Oregon State University                                                          | OREGON ST UNIV GEN             | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |  31000000 | PA      | $21449743.20  | 0.04%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2011-33 GD                 | CUSIP: 31397SGR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1363259 | PA      | $1341349.70   | 0.00%             | 2031-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: 62954WAE5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   9240000 | PA      | $8056850.06   | 0.02%             | 2031-04-03      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  32587000 | PA      | $26933064.26  | 0.06%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                 | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |   3415000 | PA      | $2718509.66   | 0.01%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                        | DANONE                         | CUSIP: 23636TAE0<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |  68785000 | PA      | $67562704.31  | 0.14%             | 2026-11-02      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  11250000 | PA      | $11434397.63  | 0.02%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                   | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  51450000 | PA      | $50128871.53  | 0.10%             | 2027-05-25      | Variable      | 1.53%                 | Yes           |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514BRL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |  18085000 | PA      | $18292805.51  | 0.04%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  76700000 | PA      | $74822614.87  | 0.15%             | 2026-04-03      | Fixed         | 1.16%                 | Yes           |                  2 | On Loan: No      |
| AdventHealth Obligated Group                                                     | ADVENTHEALTH                   | CUSIP: 00778XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21620000 | PA      | $13312568.62  | 0.03%             | 2051-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                             | FIRSTENERGY PENN               | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6851000 | PA      | $6787540.56   | 0.01%             | 2029-01-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  92431000 | PA      | $78232601.07  | 0.16%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  31625000 | PA      | $28396180.48  | 0.06%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  50484000 | PA      | $46185894.22  | 0.09%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617282                      | CUSIP: 36290TXK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       201 | PA      | $209.38       | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Inova Health System Foundation                                                   | INOVA HEALTH SY                | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |  14145000 | PA      | $11234292.68  | 0.02%             | 2052-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600617                      | CUSIP: 36200GG26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13115 | PA      | $13679.98     | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  45480000 | PA      | $38638233.94  | 0.08%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FF0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   3365000 | PA      | $3178532.06   | 0.01%             | 2041-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   6445000 | PA      | $6448629.37   | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  11133000 | PA      | $8865141.44   | 0.02%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 654528                      | CUSIP: 36294ND96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8686 | PA      | $9074.10      | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3740000 | PA      | $3868615.72   | 0.01%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                  | CSL FINANCE PLC                | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |  43415000 | PA      | $42302089.04  | 0.09%             | 2032-04-27      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 42250PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25600000 | PA      | $24008859.39  | 0.05%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |  39420000 | PA      | $28194518.76  | 0.06%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC               | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4685000 | PA      | $4838297.65   | 0.01%             | 2033-05-08      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FG8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   5595000 | PA      | $4628895.40   | 0.01%             | 2042-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |  14675000 | PA      | $12102633.48  | 0.02%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  21795000 | PA      | $19912299.95  | 0.04%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Bank of America Securities, LLC                                                  | BOA-MTG TRIPARTY REPO          | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | RA               | CORP              | US        |   7400000 | PA      | $7400000.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 659721                      | CUSIP: 36294T4E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14503 | PA      | $15196.18     | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |  17175000 | PA      | $17227770.02  | 0.04%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31430WC85<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  33100000 | PA      | $34282936.74  | 0.07%             | 2028-11-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  50790000 | PA      | $50505188.47  | 0.10%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    825000 | PA      | $838743.35    | 0.00%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU5035                      | CUSIP: 3138X4SZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1440 | PA      | $1406.36      | 0.00%             | 2028-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  74220000 | PA      | $72556854.49  | 0.15%             | 2027-11-16      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2023-2                                  | GMREV 2023-2 A                 | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  31269000 | PA      | $32716435.76  | 0.07%             | 2036-08-11      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  14255000 | PA      | $14735510.68  | 0.03%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1929155.96   | 0.00%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | KITE REALTY GRP                | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2601953.14   | 0.01%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  43917000 | PA      | $42645480.76  | 0.09%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CAN NATL RAILWAY               | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |   2495303 | NS      | $260002601.56 | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK-F-TXB                   | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |  28975000 | PA      | $34626420.18  | 0.07%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |  18616000 | PA      | $16105673.36  | 0.03%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |  44950000 | PA      | $42974812.94  | 0.09%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    825000 | PA      | $844632.48    | 0.00%             | 2034-07-28      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                               | ALCON FINANCE CO               | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   5645000 | PA      | $5521735.10   | 0.01%             | 2026-09-23      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | PRINCIPAL LFE II               | CUSIP: 74256LBG3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |  40665000 | PA      | $37762629.97  | 0.08%             | 2029-09-16      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   5740000 | PA      | $6191350.26   | 0.01%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29377900 | PA      | $29416917.38  | 0.06%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                                                  | VDC 2020-1A A2                 | CUSIP: 92212KAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28188000 | PA      | $27968480.31  | 0.06%             | 2045-09-15      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                 | LINCOLN GLOBAL                 | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   6915000 | PA      | $6964943.79   | 0.01%             | 2028-05-28      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |  21430000 | PA      | $21840022.55  | 0.04%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  12215000 | PA      | $12232004.26  | 0.03%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |  24455000 | PA      | $25089126.71  | 0.05%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  37225000 | PA      | $32073583.01  | 0.07%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  72345000 | PA      | $66677545.51  | 0.14%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON                 | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |   1275293 | NS      | $223775662.71 | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Global Funding                                                        | COREBRIDGE GF                  | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $8559939.25   | 0.02%             | 2028-09-19      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  42560000 | PA      | $38652125.90  | 0.08%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |  11450000 | PA      | $10753799.24  | 0.02%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  31310000 | PA      | $31164169.29  | 0.06%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  13305000 | PA      | $13648914.69  | 0.03%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   7745000 | PA      | $5420015.90   | 0.01%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2451000 | PA      | $2510626.68   | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $2641070.61   | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  12197000 | PA      | $11134572.87  | 0.02%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  24915000 | PA      | $24646260.58  | 0.05%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC               | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   5855000 | PA      | $5911580.38   | 0.01%             | 2029-03-12      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9960                      | CUSIP: 3138MSB65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14162 | PA      | $13889.29     | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2682075.50   | 0.01%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                       | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  25345000 | PA      | $25675996.07  | 0.05%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9260000 | PA      | $9470389.33   | 0.02%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                        | TELEDYNE TECH                  | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |  18390000 | PA      | $17459998.39  | 0.04%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |  13475000 | PA      | $13850951.83  | 0.03%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA TXB-VAR PURP                | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5845000 | PA      | $6778308.56   | 0.01%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  40575000 | PA      | $38337772.81  | 0.08%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   7695000 | PA      | $6987824.11   | 0.01%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |  14942000 | PA      | $11703715.22  | 0.02%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  25110000 | PA      | $21618888.90  | 0.04%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   9435000 | PA      | $9921746.46   | 0.02%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  31000000 | PA      | $30742005.29  | 0.06%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 657484                      | CUSIP: 36294RM97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9041 | PA      | $9435.87      | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |  25065000 | PA      | $22469954.38  | 0.05%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  13565000 | PA      | $11336058.34  | 0.02%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                     | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   5970000 | PA      | $5922276.95   | 0.01%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 629732                      | CUSIP: 36291JSV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     49946 | PA      | $51694.04     | 0.00%             | 2034-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  42315000 | PA      | $39461342.41  | 0.08%             | 2029-01-07      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51455700 | PA      | $43176558.14  | 0.09%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                                           | CVS PASS-THROUGH               | CUSIP: 126650BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9017805 | PA      | $9080414.04   | 0.02%             | 2034-01-10      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1922745.58   | 0.00%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9913998.50   | 0.02%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MA ST                          | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15000000 | PA      | $15508594.50  | 0.03%             | 2039-08-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                       | SCHLUMBERGER HLD               | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |  20724000 | PA      | $20503854.54  | 0.04%             | 2028-05-17      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |  15670000 | PA      | $14447908.14  | 0.03%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELEC CO                | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |   2206723 | NS      | $294222377.59 | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    700000 | PA      | $646364.79    | 0.00%             | 2028-08-19      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust 2021-1                                     | ODART 2021-1A A                | CUSIP: 682687AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3367589 | PA      | $3345140.33   | 0.01%             | 2028-07-14      | Fixed         | 0.87%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 654400                      | CUSIP: 36292N7M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6020 | PA      | $6287.58      | 0.00%             | 2036-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  18022000 | PA      | $17747011.67  | 0.04%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                                            | BERMUDA-GOVT OF                | CUSIP: 085209AH7<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |   7115000 | PA      | $4697040.11   | 0.01%             | 2050-08-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                | CUSIP: 709599BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  44935000 | PA      | $46268675.29  | 0.09%             | 2027-11-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1575301.33   | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   9835000 | PA      | $10346579.72  | 0.02%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |    822885 | NS      | $179915576.40 | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                     | CUSIP: 62878U2D3<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |  25935000 | PA      | $24934166.53  | 0.05%             | 2027-01-08      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |   2022223 | NS      | $162627173.66 | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617670                      | CUSIP: 36290UFK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       585 | PA      | $610.93       | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | MERRILL LYNCH                  | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $31696958.70  | 0.06%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HLDGS PLC                 | CUSIP: 404280AF6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  15800000 | PA      | $17877942.69  | 0.04%             | 2032-05-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3748000 | PA      | $3604885.81   | 0.01%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cleco Securitization I LLC                                                       | CLECO SECURIT I                | CUSIP: 185512AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26300000 | PA      | $24810729.36  | 0.05%             | 2044-09-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                                               | TRANS-ALLEGHENY                | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5830000 | PA      | $5931361.20   | 0.01%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  33794000 | PA      | $33696485.39  | 0.07%             | 2029-10-08      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189YAH9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |  28787000 | PA      | $29546561.69  | 0.06%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                                           | SAMMONS FIN GLO                | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |  12250000 | PA      | $12384612.31  | 0.03%             | 2030-06-12      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |  35195000 | PA      | $36112549.14  | 0.07%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26060000 | PA      | $24736649.22  | 0.05%             | 2049-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                               | ALCON FINANCE CO               | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   4280000 | PA      | $4246633.25   | 0.01%             | 2052-12-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10520000 | PA      | $10433362.75  | 0.02%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Cottage Health Obligated Group                                                   | COTTAGE HEALTH                 | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $6935328.80   | 0.01%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAX8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   8080000 | PA      | $7430887.87   | 0.02%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25655000 | PA      | $23710599.08  | 0.05%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3180254.24   | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4271318.28   | 0.01%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |  22895000 | PA      | $16016533.81  | 0.03%             | 2053-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  34925000 | PA      | $32811595.00  | 0.07%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |  11224331 | NS      | $272077783.44 | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MEAG TXB-PLT VOGTLE            | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |  68501000 | PA      | $73962735.43  | 0.15%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |  59086000 | PA      | $59608918.78  | 0.12%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5220000 | PA      | $5354323.60   | 0.01%             | 2029-03-30      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |   6838456 | NS      | $175679934.64 | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |  40765000 | PA      | $40332920.76  | 0.08%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 659183                      | CUSIP: 36294TJ48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8706 | PA      | $9083.28      | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   6325000 | PA      | $7145977.35   | 0.01%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 660623                      | CUSIP: 36294U4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2286 | PA      | $2394.41      | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co/The                                        | NORTHWESTERN MUT               | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   9060000 | PA      | $6205454.84   | 0.01%             | 2059-09-30      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  30339000 | PA      | $28712124.22  | 0.06%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   8690000 | PA      | $8939491.20   | 0.02%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |  19250000 | PA      | $19703470.71  | 0.04%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3225000 | PA      | $2603757.41   | 0.01%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                  | CSL FINANCE PLC                | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   4415000 | PA      | $3776495.24   | 0.01%             | 2052-04-27      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 657912                      | CUSIP: 36294R3V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       775 | PA      | $811.48       | 0.00%             | 2036-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2019-5                                                  | AOMT 2019-5 A1                 | CUSIP: 03464KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    598154 | PA      | $589493.59    | 0.00%             | 2049-10-25      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: 48241FAC8<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |  24030000 | PA      | $25705254.09  | 0.05%             | 2034-09-21      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                 | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |  20260000 | PA      | $13214260.23  | 0.03%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  39807000 | PA      | $41038164.43  | 0.08%             | 2035-07-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 176984200 | PA      | $178588119.31 | 0.37%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MASSACHUSETTS ST SCH           | CUSIP: 576000XQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16565000 | PA      | $13983629.67  | 0.03%             | 2040-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                 | WFLF 2024-2A A1                | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |  18756149 | PA      | $18860465.35  | 0.04%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8260000 | PA      | $8474507.08   | 0.02%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  17965000 | PA      | $15585121.30  | 0.03%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  26815000 | PA      | $27578650.71  | 0.06%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Pacific LifeCorp                                                                 | PACIFIC LIFECORP               | CUSIP: 694476AF9<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |  29000000 | PA      | $27698719.54  | 0.06%             | 2052-09-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  24705000 | PA      | $21051829.90  | 0.04%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  28620000 | PA      | $28974861.10  | 0.06%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| J Paul Getty Trust/The                                                           | J PAUL GETTY TRS               | CUSIP: 374288AC2<br>LEI: 72TDDU3K225INPK3EI14 | Long             | DBT              | CORP              | US        |  15460000 | PA      | $15552785.97  | 0.03%             | 2035-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |  23275000 | PA      | $22707797.33  | 0.05%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CA REGENTS-Q           | CUSIP: 913366KV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  17270000 | PA      | $16936454.13  | 0.03%             | 2032-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                               | PPG INDS INC                   | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |   2219039 | NS      | $252415686.25 | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1894087.99   | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14681985.30  | 0.03%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: 82620KBD4<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |  18840000 | PA      | $17743799.31  | 0.04%             | 2028-03-11      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  31780000 | PA      | $29732768.31  | 0.06%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |  19220000 | PA      | $12560967.69  | 0.03%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  20620000 | PA      | $22928458.90  | 0.05%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4589793.72   | 0.01%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B           | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7010000 | PA      | $6155681.49   | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                              | TEACHERS INS&ANN               | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |  42865000 | PA      | $34790196.32  | 0.07%             | 2047-05-15      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Texas Department of Transportation State Highway Fund                            | TX ST TRANSN-1ST TIER          | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7275000 | PA      | $7413182.08   | 0.02%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  15300000 | PA      | $15436525.42  | 0.03%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1743605.28   | 0.00%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |  22655000 | PA      | $21131266.61  | 0.04%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE               | CUSIP: 26884TAE2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |  31000000 | PA      | $30889370.92  | 0.06%             | 2042-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  22175000 | PA      | $19804384.73  | 0.04%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Bank of America Securities, LLC                                                  | BK AMER TSY FICC               | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | RA               | CORP              | US        |  20000000 | PA      | $20000000.00  | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  36110000 | PA      | $38333258.03  | 0.08%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA-ADR                | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | US        |   3052570 | NS      | $213313591.60 | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC               | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  21920000 | PA      | $22376257.13  | 0.05%             | 2034-04-04      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56764900 | PA      | $58308195.72  | 0.12%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                  | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   6155000 | PA      | $6211327.05   | 0.01%             | 2027-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                             | JACKSON NAT LIFE               | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  16565000 | PA      | $16900802.53  | 0.03%             | 2027-07-02      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |  37782000 | PA      | $37548509.13  | 0.08%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                 | CUSIP: 80413TBK4<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |  20450000 | PA      | $21145638.04  | 0.04%             | 2031-01-13      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |    608388 | NS      | $236638596.48 | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR3402                      | CUSIP: 3138W0X87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7104 | PA      | $6960.42      | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   6152000 | PA      | $6391295.39   | 0.01%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14207100 | PA      | $14545628.48  | 0.03%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |  19598000 | PA      | $20058434.82  | 0.04%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co                                                   | NATIONWIDE MUTL                | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |  66415000 | PA      | $51199539.35  | 0.10%             | 2050-04-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |  19800000 | PA      | $17199844.40  | 0.04%             | 2060-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA               | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |   3972156 | NS      | $339976832.04 | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1257                      | CUSIP: 3140J5MF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6153916 | PA      | $5644688.45   | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   3254000 | PA      | $3394618.06   | 0.01%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |  19051000 | PA      | $11255240.31  | 0.02%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |  14420000 | PA      | $13377139.98  | 0.03%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                  | SBA TOWER TRUST                | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  50750000 | PA      | $44254609.00  | 0.09%             | 2056-10-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV           | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |  10555000 | PA      | $10047869.19  | 0.02%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7894000 | PA      | $7489348.11   | 0.02%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7220000 | PA      | $7378525.86   | 0.02%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   9820000 | PA      | $6146545.10   | 0.01%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO               | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |  13420000 | PA      | $13083126.87  | 0.03%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2263255.80   | 0.00%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |  23085000 | PA      | $24533405.53  | 0.05%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7460000 | PA      | $7716940.60   | 0.02%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  34961000 | PA      | $33870400.35  | 0.07%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC               | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |  51566000 | PA      | $54137299.40  | 0.11%             | 2035-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA GLOBAL                     | CUSIP: 76209PAB9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |  32500000 | PA      | $30522211.20  | 0.06%             | 2029-01-18      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                     | CLECO CORP                     | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |  13465000 | PA      | $12514930.34  | 0.03%             | 2029-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  25065000 | PA      | $24511840.77  | 0.05%             | 2027-02-24      | Variable      | 1.11%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   8349000 | PA      | $8398870.66   | 0.02%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  24920000 | PA      | $25921736.15  | 0.05%             | 2033-01-13      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding N LLC                                | TX ELECTRIC MRKT               | CUSIP: 88240TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  39050000 | PA      | $38139840.95  | 0.08%             | 2044-02-01      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-174TH                | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |  53000000 | PA      | $44475368.70  | 0.09%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658287                      | CUSIP: 36294SJ81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1862 | PA      | $1912.12      | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   5150000 | PA      | $4304146.34   | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  28200000 | PA      | $28722141.89  | 0.06%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC               | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1566875.00   | 0.00%             | 2051-04-27      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595781                      | CUSIP: 36200A2N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       667 | PA      | $689.22       | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |  23315000 | PA      | $23221358.57  | 0.05%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |  14830000 | PA      | $15871607.89  | 0.03%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINANCIA               | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |  11103832 | NS      | $261162128.64 | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Capital America                                                          | HYUNDAI CAP AMER               | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  36110000 | PA      | $34857209.77  | 0.07%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |  14265000 | PA      | $12958896.60  | 0.03%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  14895000 | PA      | $14854825.65  | 0.03%             | 2034-01-26      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658085                      | CUSIP: 36294SCW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       335 | PA      | $350.98       | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alabama Federal Aid Highway Finance Authority                                    | ALABAMA FEDERAL AID            | CUSIP: 010268CX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1191768.60   | 0.00%             | 2037-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                         | CAS 2016-C03 2M2               | CUSIP: 30711XCT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    986340 | PA      | $1013446.58   | 0.00%             | 2028-10-25      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| JP Morgan Securities LLC                                                         | JPM TRIPARTY TREAS FICC        | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |  30000000 | PA      | $30000000.00  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 661812                      | CUSIP: 36294WGV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10955 | PA      | $11393.52     | 0.00%             | 2036-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15073396.35  | 0.03%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 181280700 | PA      | $183532545.29 | 0.38%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    786000 | PA      | $825333.97    | 0.00%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   5190000 | PA      | $5057222.21   | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings Sarl                                                          | EIG PEARL HOLDIN               | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |  24880000 | PA      | $19337270.42  | 0.04%             | 2046-11-30      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2019-6 GJ                  | CUSIP: 3136B3T59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    582801 | PA      | $566574.94    | 0.00%             | 2049-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    230000 | PA      | $164965.30    | 0.00%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4559756.58   | 0.01%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   9980000 | PA      | $10164224.61  | 0.02%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                   | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  18362000 | PA      | $16577814.04  | 0.03%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |  17610000 | PA      | $18048552.92  | 0.04%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12142000 | PA      | $11360824.64  | 0.02%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1164254.64   | 0.00%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |  37370000 | PA      | $25215056.97  | 0.05%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2150594.71   | 0.00%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADM          | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |  33175000 | PA      | $31594314.09  | 0.06%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2017-49 JA                 | CUSIP: 3136AXJT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1156028 | PA      | $1148699.51   | 0.00%             | 2053-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70104500 | PA      | $66829305.39  | 0.14%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |   1632251 | NS      | $316640371.49 | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Reg Finance Co L.L.C.                                                 | BLACKSTONE REG                 | CUSIP: 092914AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4590000 | PA      | $4569146.12   | 0.01%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust IV                                                    | FIVE CORNERS IV                | CUSIP: 33835PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  48671000 | PA      | $49556718.75  | 0.10%             | 2053-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5079737.29   | 0.01%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  59585000 | PA      | $52900123.10  | 0.11%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                  | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |   8750000 | PA      | $6106583.09   | 0.01%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12580000 | PA      | $12552972.62  | 0.03%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  18545000 | PA      | $19252022.93  | 0.04%             | 2031-01-14      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC -CL B                 | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |   1969794 | NS      | $139934165.76 | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |  14115000 | PA      | $11883670.59  | 0.02%             | 2054-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  29380000 | PA      | $21482001.41  | 0.04%             | 2043-02-11      | Variable      | 3.18%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4035000 | PA      | $3130102.67   | 0.01%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  32262000 | PA      | $27858839.33  | 0.06%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  25325000 | PA      | $16877584.90  | 0.03%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | TX NATURAL GAS SECZ            | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12180856 | PA      | $12458353.22  | 0.03%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  86234000 | PA      | $89063710.93  | 0.18%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    706000 | PA      | $575858.83    | 0.00%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2055468.05   | 0.00%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  41935000 | PA      | $41874287.35  | 0.09%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services Inc                                                | NATIONWIDE FIN                 | CUSIP: 638612AM3<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |  47630000 | PA      | $35586582.08  | 0.07%             | 2049-11-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 659647                      | CUSIP: 36294TZL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     35823 | PA      | $37437.42     | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |  12005000 | PA      | $10156844.78  | 0.02%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46352000 | PA      | $45026622.50  | 0.09%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |  14190000 | PA      | $11923496.57  | 0.02%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2253173.04   | 0.00%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |  14030000 | PA      | $13854784.66  | 0.03%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 63254ABE7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |  60000000 | PA      | $59844967.80  | 0.12%             | 2027-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150797800 | PA      | $151410416.06 | 0.31%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9198                      | CUSIP: 31417GGG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10054 | PA      | $9835.61      | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   9810000 | PA      | $9828348.72   | 0.02%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: 64952WFE8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  35520000 | PA      | $35764731.38  | 0.07%             | 2034-01-09      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5400000 | PA      | $5609487.55   | 0.01%             | 2030-06-05      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  58145000 | PA      | $56438091.31  | 0.12%             | 2028-01-20      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   7560000 | PA      | $7955760.18   | 0.02%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  48025000 | PA      | $44784886.28  | 0.09%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |  13546000 | PA      | $12662909.71  | 0.03%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                 | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |   5940000 | PA      | $4764773.67   | 0.01%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Securities, LLC                                                  | BK AMER MTG FICC               | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | RA               | CORP              | US        |  30000000 | PA      | $30000000.00  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04351LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1730956.27   | 0.00%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    825000 | PA      | $906564.01    | 0.00%             | 2034-10-19      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10125000 | PA      | $9901248.23   | 0.02%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA GLOBAL                     | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |  21980000 | PA      | $22538648.96  | 0.05%             | 2030-01-09      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |  19430000 | PA      | $19677858.80  | 0.04%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  23738000 | PA      | $23931718.93  | 0.05%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  15836000 | PA      | $16019590.71  | 0.03%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC TRIPARTY MTGE              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |  27400000 | PA      | $27400000.00  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  17535000 | PA      | $17725391.17  | 0.04%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |  21184000 | PA      | $21472458.08  | 0.04%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        | 106412000 | PA      | $106400224.45 | 0.22%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  36089000 | PA      | $37655007.45  | 0.08%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Insurance Co                                                   | MET LIFE                       | CUSIP: 592173AE8<br>LEI: 549300H7EXFMRS487544 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25246673.00  | 0.05%             | 2025-11-01      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH           | CUSIP: 59447TXW8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |  11385000 | PA      | $10189186.77  | 0.02%             | 2034-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4964000 | PA      | $3629250.64   | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23790000 | PA      | $21966018.80  | 0.05%             | 2054-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   3875000 | PA      | $3665754.53   | 0.01%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                            | COUSINS LP                     | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |   5965000 | PA      | $6073374.57   | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE               | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $4330101.59   | 0.01%             | 2037-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |  10070000 | PA      | $10308319.24  | 0.02%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  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        |  20475000 | PA      | $20447278.90  | 0.04%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |  32902000 | PA      | $28680699.72  | 0.06%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  19405000 | PA      | $18171831.46  | 0.04%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2682730.05   | 0.01%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  16360000 | PA      | $9280332.37   | 0.02%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  11510000 | PA      | $11764857.76  | 0.02%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MACH 1 Cayman 2019-1 Ltd                                                         | MAACH 2019-1 A                 | CUSIP: 55446MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3792424 | PA      | $3689990.84   | 0.01%             | 2039-10-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | OR SCH BRDS-TXB-PENSI          | CUSIP: 686053GG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8306471 | PA      | $8193488.12   | 0.02%             | 2028-06-30      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   5430000 | PA      | $4551992.84   | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676769                      | CUSIP: 36295P2A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17736 | PA      | $18608.89     | 0.00%             | 2038-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress NC Storm Funding LLC                                        | DUKE ENERGY PROG               | CUSIP: 26444BAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  34240000 | PA      | $28516310.12  | 0.06%             | 2039-07-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |  19165000 | PA      | $12980068.33  | 0.03%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp                                                        | NIAGARA MOHAWK                 | CUSIP: 65364UAL0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |  35280000 | PA      | $35022106.02  | 0.07%             | 2028-12-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  30160000 | PA      | $30632900.66  | 0.06%             | 2027-07-09      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                          | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $2083328.72   | 0.00%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | CAROLINA P & L                 | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   6221000 | PA      | $5139501.48   | 0.01%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 634920                      | CUSIP: 36291QK94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       723 | PA      | $741.58       | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |   2400725 | NS      | $146738734.69 | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4518 CZ                    | CUSIP: 3137BLP93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7710546 | PA      | $7159294.93   | 0.01%             | 2045-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  37050000 | PA      | $35172699.10  | 0.07%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 683900                      | CUSIP: 36295XX59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       966 | PA      | $1007.76      | 0.00%             | 2038-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |  14048000 | PA      | $9939841.37   | 0.02%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  20020000 | PA      | $21484343.08  | 0.04%             | 2034-09-22      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                              | ASHTEAD CAPITAL                | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |  17920000 | PA      | $15465989.15  | 0.03%             | 2031-08-12      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |  10725000 | PA      | $10090745.06  | 0.02%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |  28405000 | PA      | $24242363.99  | 0.05%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                  | BAE SYSTEMS PLC                | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   9390000 | PA      | $8962581.00   | 0.02%             | 2030-04-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   5170000 | PA      | $5352725.27   | 0.01%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHART                 | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  36640000 | PA      | $37424428.32  | 0.08%             | 2029-01-21      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 114070000 | PA      | $114176940.63 | 0.23%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |  32645000 | PA      | $22187518.33  | 0.05%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                                                  | VDC 2021-1A A2                 | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  38425000 | PA      | $37029991.90  | 0.08%             | 2046-10-15      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   9680000 | PA      | $9904864.17   | 0.02%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617495                      | CUSIP: 36290T7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8351 | PA      | $8759.68      | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $16573364.40  | 0.03%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $894006.51    | 0.00%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1911611.22   | 0.00%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11500000 | PA      | $11603769.56  | 0.02%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  22665000 | PA      | $14080029.72  | 0.03%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $1373485.98   | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: 632525BL4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  47132000 | PA      | $48770426.62  | 0.10%             | 2028-11-28      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514BRM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |  57000000 | PA      | $52898631.69  | 0.11%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $17004421.80  | 0.03%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 139844700 | PA      | $140063207.34 | 0.29%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   8782000 | PA      | $6472564.53   | 0.01%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Philadelphia Authority for Industrial Development                                | PHILADELPHIA INDL-C            | CUSIP: 71781LBH1<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |  64830000 | PA      | $68868092.14  | 0.14%             | 2028-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                                 | SOCGEN TRIPARTY TSY            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | RA               | CORP              | US        |  28800000 | PA      | $28800000.00  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-C            | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7770000 | PA      | $6196436.69   | 0.01%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7180000 | PA      | $7319112.50   | 0.01%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |  10280000 | PA      | $6448883.01   | 0.01%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 617481                      | CUSIP: 36290T6S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23037 | PA      | $24156.11     | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | FRANCE TELECOM                 | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |  47066000 | PA      | $57171696.65  | 0.12%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| East Ohio Gas Co/The                                                             | EAST OHIO GAS CO               | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |  13440000 | PA      | $11950066.06  | 0.02%             | 2030-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN               | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |  14190000 | PA      | $12415362.70  | 0.03%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                  | BAE SYSTEMS PLC                | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   5380000 | PA      | $5560501.42   | 0.01%             | 2031-03-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   3790000 | PA      | $2776004.98   | 0.01%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   8855000 | PA      | $8116920.43   | 0.02%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |  18770000 | PA      | $18736774.10  | 0.04%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1806874.62   | 0.00%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49891200 | PA      | $50156247.00  | 0.10%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | SORT 2021-1A A1                | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  36453871 | PA      | $35073130.05  | 0.07%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                   | CUSIP: 78433LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3545000 | PA      | $2324082.75   | 0.00%             | 2043-11-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP5438                      | CUSIP: 3138M9BG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6883 | PA      | $6750.38      | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust III                                                   | FIVE CORNERS III               | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26645000 | PA      | $27664588.24  | 0.06%             | 2033-02-15      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  24180000 | PA      | $22846849.72  | 0.05%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658609                      | CUSIP: 36294SVA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2044 | PA      | $2124.05      | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5099452.10   | 0.01%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1592479.97   | 0.00%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                 | DPABS 2021-1A A2I              | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16542225 | PA      | $15434551.00  | 0.03%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |  22365000 | PA      | $22199109.85  | 0.05%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 652713                      | CUSIP: 36292MDS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       694 | PA      | $723.92       | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  26330000 | PA      | $24611452.75  | 0.05%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding N LLC                                | TX ELECTRIC MRKT               | CUSIP: 88240TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18750000 | PA      | $17425319.63  | 0.04%             | 2048-08-01      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  10606000 | PA      | $11478280.82  | 0.02%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2121898.42   | 0.00%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Start II LTD                                                                     | STARR 2019-1 A                 | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   7122103 | PA      | $7050960.02   | 0.01%             | 2044-03-15      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR3902                      | CUSIP: 3138W1KQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     90278 | PA      | $88404.66     | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  23695000 | PA      | $23587042.74  | 0.05%             | 2029-08-25      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |  32020000 | PA      | $25597133.50  | 0.05%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Sponsor LLC                                           | USRE 2021-1 A1                 | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  47555000 | PA      | $44772457.08  | 0.09%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  24651000 | PA      | $26147157.69  | 0.05%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   1446000 | PA      | $1482010.11   | 0.00%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2017-35 AH                 | CUSIP: 3136AWNN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1002514 | PA      | $994085.67    | 0.00%             | 2053-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  17620000 | PA      | $17192837.28  | 0.04%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |   2692409 | NS      | $276591176.57 | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  88650000 | PA      | $78853126.27  | 0.16%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  29313000 | PA      | $29413475.00  | 0.06%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CL8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |  27486000 | PA      | $27543925.65  | 0.06%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)Sep25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      1833 | NC      | $3099227.01   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5105000 | PA      | $4426535.29   | 0.01%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                              | CRH SMW FINANCE                | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |  21335000 | PA      | $21864064.69  | 0.04%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TPG Inc                                                                          | TPG INC                        | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |   3417893 | NS      | $179268487.85 | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5290000 | PA      | $4143895.90   | 0.01%             | 2049-01-23      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |   6630000 | PA      | $4272050.45   | 0.01%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  15145000 | PA      | $12263475.19  | 0.03%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  36200000 | PA      | $29566369.55  | 0.06%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp/The                                                     | CHILDREN'S HOSP                | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |   5670000 | PA      | $3420021.30   | 0.01%             | 2050-02-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4188995.03   | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $3959510.86   | 0.01%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                                       | COCA-COLA CONSOL               | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |  12458000 | PA      | $12840478.66  | 0.03%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI            | CUSIP: 914455UG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  17168000 | PA      | $10600761.01  | 0.02%             | 2050-04-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |  13345000 | PA      | $13475892.83  | 0.03%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9778                      | CUSIP: 31417G2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2593 | PA      | $2534.47      | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                                 | PG&E ENERGY RECO               | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16435000 | PA      | $11552015.89  | 0.02%             | 2048-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71051700 | PA      | $69192143.43  | 0.14%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |  39033000 | PA      | $39651970.87  | 0.08%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |   3005392 | NS      | $188768671.52 | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  33470000 | PA      | $35379555.88  | 0.07%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  17690000 | PA      | $18028572.80  | 0.04%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  72000000 | PA      | $70586188.56  | 0.14%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL             | CUSIP: 13063D7G7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  26725000 | PA      | $27377758.13  | 0.06%             | 2041-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   4555000 | PA      | $4591530.60   | 0.01%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  71900000 | PA      | $65155750.52  | 0.13%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHART                 | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   9415000 | PA      | $9499825.67   | 0.02%             | 2030-10-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-1 LLC                                            | EFF 2024-1 A2                  | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13790611 | PA      | $13889683.71  | 0.03%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | PHYSICIANS REALT               | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1646127.10   | 0.00%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $6196602.08   | 0.01%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                     | BON SECOURS HLTH               | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |  17675000 | PA      | $16978187.69  | 0.03%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                 | DPABS 2021-1A A2II             | CUSIP: 25755TAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25902538 | PA      | $23315635.54  | 0.05%             | 2051-04-25      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7287150.18   | 0.01%             | 2026-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 662411                      | CUSIP: 36294W3U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18183 | PA      | $19001.93     | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | MIDAMERICAN ENER               | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |  25332000 | PA      | $27238891.38  | 0.06%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   4332000 | PA      | $4331301.85   | 0.01%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3743087.05   | 0.01%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC               | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |  11915000 | PA      | $12354672.20  | 0.03%             | 2033-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 152870900 | PA      | $105056942.73 | 0.22%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AC0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |  26640000 | PA      | $27968471.80  | 0.06%             | 2031-01-01      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2428671.27   | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                    | AIB GROUP PLC                  | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   5785000 | PA      | $5969581.71   | 0.01%             | 2035-03-28      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 665964                      | CUSIP: 36295BZ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       353 | PA      | $370.28       | 0.00%             | 2038-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  36575000 | PA      | $37440463.62  | 0.08%             | 2036-05-09      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52289000 | PA      | $53383800.94  | 0.11%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETROLE               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |   1163258 | NS      | $193228786.38 | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   9945000 | PA      | $10836586.55  | 0.02%             | 2031-10-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                     | BON SECOURS HLTH               | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |  19830000 | PA      | $19869199.55  | 0.04%             | 2028-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  11970000 | PA      | $7328576.36   | 0.02%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $16062030.95  | 0.03%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | IL TWY TXB-A-SR PRIOR          | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |  16525000 | PA      | $17696448.99  | 0.04%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                          | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $16012578.60  | 0.03%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AK2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1517805.70   | 0.00%             | 2044-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  27600000 | PA      | $28096110.55  | 0.06%             | 2028-07-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  18040000 | PA      | $13343232.24  | 0.03%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |  31475000 | PA      | $31886387.06  | 0.07%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |  16700000 | PA      | $15929058.86  | 0.03%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        | 170360000 | PA      | $136265735.65 | 0.28%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656BZ0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |  13825000 | PA      | $14648801.20  | 0.03%             | 2036-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $1431406.87   | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL-D-1              | CUSIP: 64966SHM1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |  16240000 | PA      | $15325533.72  | 0.03%             | 2049-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIV TXB-A                | CUSIP: 264416AN8<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | MUN               | US        |  62165000 | PA      | $67207588.57  | 0.14%             | 2037-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bond                                              | QATAR STATE OF                 | CUSIP: 74727PBE0<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |  13435000 | PA      | $11369342.01  | 0.02%             | 2050-04-16      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $952517.21    | 0.00%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K733 A2                   | CUSIP: 3137FJXQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6251218 | PA      | $6231020.20   | 0.01%             | 2025-08-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2286806.63   | 0.00%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  25540000 | PA      | $26241217.56  | 0.05%             | 2029-01-09      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |   7333000 | PA      | $7682339.94   | 0.02%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |  18788000 | PA      | $14149944.34  | 0.03%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | SORT 2022-1A A1                | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3519624 | PA      | $3528558.11   | 0.01%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| RFR Trust                                                                        | RFR 2025-SGRM A                | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  36239294 | PA      | $36927496.31  | 0.08%             | 2041-03-11      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| New York Life Insurance Co                                                       | NEW YORK LIFE                  | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |  14535000 | PA      | $11318495.78  | 0.02%             | 2069-05-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                         | VDCR 2023-1A A2A               | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-CBDO         | CORP              | US        |  44028000 | PA      | $43657341.48  | 0.09%             | 2048-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  28815000 | PA      | $25125171.82  | 0.05%             | 2033-01-14      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6077800 | PA      | $5545280.24   | 0.01%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |  35920000 | PA      | $36489791.78  | 0.07%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |  32238000 | PA      | $21354784.22  | 0.04%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9815000 | PA      | $8500541.63   | 0.02%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        | 162183000 | PA      | $100264840.76 | 0.21%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |  11095000 | PA      | $11399130.04  | 0.02%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3314861.89   | 0.01%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  44080000 | PA      | $27810716.45  | 0.06%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  30570000 | PA      | $29748385.70  | 0.06%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                 | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |  42225000 | PA      | $42841582.54  | 0.09%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  30835000 | PA      | $22430263.04  | 0.05%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  19810000 | PA      | $13130993.52  | 0.03%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-ARIA                                                               | BX 2021-ARIA A                 | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14465000 | PA      | $14451439.06  | 0.03%             | 2036-10-15      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   2503000 | PA      | $1559547.41   | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  18230000 | PA      | $18668416.37  | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  17760000 | PA      | $10855016.43  | 0.02%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |  11300000 | PA      | $11524395.97  | 0.02%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658563                      | CUSIP: 36294STU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     92901 | PA      | $96975.07     | 0.00%             | 2036-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                  | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4745490.26   | 0.01%             | 2028-01-19      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  50000000 | PA      | $51271229.00  | 0.11%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  43923000 | PA      | $44540203.80  | 0.09%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX-B-REF-TXBL           | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  20635000 | PA      | $16599264.48  | 0.03%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2237787.13   | 0.00%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  11080000 | PA      | $12226650.25  | 0.03%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |   1625297 | NS      | $296015342.61 | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   5085000 | PA      | $3833269.79   | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  31850000 | PA      | $19955798.09  | 0.04%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6093000 | PA      | $4395791.07   | 0.01%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BG          | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7795000 | PA      | $7436825.21   | 0.02%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  27255000 | PA      | $27285734.92  | 0.06%             | 2028-09-11      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 584379                      | CUSIP: 36201JFU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       224 | PA      | $229.95       | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4037000 | PA      | $4237430.75   | 0.01%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                            | WHISTLER PIPELIN               | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   4820000 | PA      | $4917590.54   | 0.01%             | 2031-09-30      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3972                      | CUSIP: 3140J8MW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11230554 | PA      | $10301186.45  | 0.02%             | 2038-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |  14380000 | PA      | $11149404.73  | 0.02%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RBS Securities, Inc.                                                             | RBS TRIPARTY TREASUR           | CUSIP: N/A<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34       | Long             | RA               | CORP              | US        |  21500000 | PA      | $21500000.00  | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  36460000 | PA      | $38000496.25  | 0.08%             | 2028-08-01      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658219                      | CUSIP: 36294SG43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     61957 | PA      | $64684.89     | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2463676.09   | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| KeySpan Gas East Corp                                                            | KEYSPAN GAS EAST               | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |  37580000 | PA      | $36698707.66  | 0.08%             | 2026-08-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   6375000 | PA      | $5460351.53   | 0.01%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1763061.09   | 0.00%             | 2038-04-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |  16875000 | PA      | $14419511.16  | 0.03%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon/The                                                      | BK OF NY MELLON                | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   8780000 | PA      | $8900103.46   | 0.02%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales Tax Receipts Fund                                | CHICAGO TRANSIT BAB            | CUSIP: 16772PAQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2290000 | PA      | $2364925.59   | 0.00%             | 2040-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MTA NY-TXB                     | CUSIP: 59259NZH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2135000 | PA      | $2519198.37   | 0.01%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   5205000 | PA      | $4297937.40   | 0.01%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Natixis SA                                                                       | NATIXIS TRIPARTY TR            | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Long             | RA               | CORP              | US        |  40200000 | PA      | $40200000.00  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6672000 | PA      | $4922636.56   | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR5185                      | CUSIP: 3138W2XP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    282313 | PA      | $275671.26    | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   6830000 | PA      | $6061847.18   | 0.01%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   4514000 | PA      | $4617868.09   | 0.01%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co LLC                                               | BLACKSTONE HLDGS               | CUSIP: 09261BAG5<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |  19945000 | PA      | $17211739.99  | 0.04%             | 2032-03-30      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 177769300 | PA      | $180199738.76 | 0.37%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  14195000 | PA      | $14058094.19  | 0.03%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP               | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1269660.59   | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |   6980000 | PA      | $6631581.71   | 0.01%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $19192382.50  | 0.04%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  25855000 | PA      | $24421417.82  | 0.05%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  38790000 | PA      | $33212643.85  | 0.07%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: 20271AAL1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  35285000 | PA      | $36342472.04  | 0.07%             | 2028-09-14      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON                  | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |  44090000 | PA      | $45917776.52  | 0.09%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DV7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |  19975000 | PA      | $17906838.24  | 0.04%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT6335                      | CUSIP: 3138WUBD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55648 | PA      | $54339.10     | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 3803 TY                    | CUSIP: 3137A76P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1252804 | PA      | $1251568.97   | 0.00%             | 2031-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4114606.32   | 0.01%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 131890000 | PA      | $133631359.50 | 0.27%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  25435000 | PA      | $25477312.65  | 0.05%             | 2027-09-11      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRN-BABS-TXB-TR            | CUSIP: 59259YDK2<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    985000 | PA      | $995642.14    | 0.00%             | 2026-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | AVIATION CAPITAL               | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  23950000 | PA      | $23173250.49  | 0.05%             | 2026-09-20      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  30555000 | PA      | $31720520.48  | 0.07%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                      | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |  25665000 | PA      | $23359451.97  | 0.05%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | CODELCO INC                    | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |  20390000 | PA      | $13717283.40  | 0.03%             | 2050-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  17272000 | PA      | $15224725.66  | 0.03%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  33405000 | PA      | $33506100.23  | 0.07%             | 2026-09-22      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                       | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  29060000 | PA      | $29402100.13  | 0.06%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Gaming and Leisure Properties Inc                                                | GAMING AND LEISU               | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |   3971709 | NS      | $185399376.12 | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004BV1<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   4832000 | PA      | $5346460.87   | 0.01%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  19895000 | PA      | $17880568.18  | 0.04%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |  11415000 | PA      | $11720002.75  | 0.02%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  14870000 | PA      | $15141257.05  | 0.03%             | 2031-05-28      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  15078000 | PA      | $13801941.17  | 0.03%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  21076000 | PA      | $22919374.19  | 0.05%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |  10651000 | PA      | $7225127.79   | 0.01%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   4915000 | PA      | $4426982.38   | 0.01%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |  13910000 | PA      | $12731639.11  | 0.03%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2200000 | PA      | $2280692.99   | 0.00%             | 2036-01-09      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21220000 | PA      | $17788141.81  | 0.04%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |  14600000 | PA      | $14049148.57  | 0.03%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   6383000 | PA      | $5555170.41   | 0.01%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   4050000 | PA      | $3021138.89   | 0.01%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  51100000 | PA      | $58836292.68  | 0.12%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $6322713.65   | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2021-Z2                                        | AFFRM 2021-Z2 A                | CUSIP: 00834TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30526 | PA      | $30480.58     | 0.00%             | 2026-11-16      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1337763.54   | 0.00%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | EQUITABLE FINANC               | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  33510000 | PA      | $31445862.41  | 0.06%             | 2027-08-27      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY I               | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |  11613430 | NS      | $294748853.40 | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC               | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  26195000 | PA      | $26461007.61  | 0.05%             | 2055-04-01      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   5070000 | PA      | $4619362.73   | 0.01%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                                                    | ACCENTURE PLC-A                | CUSIP: G1151C101<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | US        |    752836 | NS      | $225015152.04 | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  12020000 | PA      | $10305605.91  | 0.02%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2023-4 A                 | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |  42305000 | PA      | $43692015.96  | 0.09%             | 2030-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        | 146146000 | PA      | $85794505.10  | 0.18%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $2999946.70   | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  16235000 | PA      | $16269525.68  | 0.03%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2568324.50   | 0.01%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-H-TXBL                | CUSIP: 64966SNK8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   4085000 | PA      | $4249933.10   | 0.01%             | 2055-02-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  24235000 | PA      | $24434006.43  | 0.05%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  23590000 | PA      | $23922788.61  | 0.05%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS FINANCE TR               | CUSIP: 682142AJ3<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |  17930000 | PA      | $17953341.09  | 0.04%             | 2028-04-20      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |  14270000 | PA      | $14159237.12  | 0.03%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  10415000 | PA      | $6079219.67   | 0.01%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA               | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7414705.56   | 0.02%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECHNOL               | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |   1133994 | NS      | $284451054.96 | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  90666700 | PA      | $92451700.66  | 0.19%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE               | CUSIP: 26884TAZ5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   7610000 | PA      | $7757431.88   | 0.02%             | 2034-10-30      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                                 | PG&E ENERGY RECO               | CUSIP: 71710TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3573000 | PA      | $2872588.49   | 0.01%             | 2038-01-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4770000 | PA      | $4726399.19   | 0.01%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN               | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |  19580000 | PA      | $18476030.26  | 0.04%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  90340000 | PA      | $79147802.70  | 0.16%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania/The                                   | UNI OF PENNSYLVA               | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |   5637000 | PA      | $3257523.03   | 0.01%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1567029.30   | 0.00%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418JAA9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  52930000 | PA      | $53691180.51  | 0.11%             | 2026-12-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                  | SBA TOWER TRUST                | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  40475000 | PA      | $38833439.24  | 0.08%             | 2051-05-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  19369000 | PA      | $19878339.81  | 0.04%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| University of Minnesota                                                          | UNIV OF MINNESOTA MN           | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  26315000 | PA      | $21202013.92  | 0.04%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   4915000 | PA      | $4280961.56   | 0.01%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                             | BRIGHTHS FIN GLB               | CUSIP: 10921U2E7<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |  27235000 | PA      | $25098029.96  | 0.05%             | 2028-06-28      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  19225000 | PA      | $18666562.77  | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |  16077000 | PA      | $13140025.34  | 0.03%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Canada Ltd                                                      | XSTRATA FIN CAN                | CUSIP: 98417EAN0<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |   2466000 | PA      | $2490446.10   | 0.01%             | 2041-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                    | SCRT 2019-3 MA                 | CUSIP: 35563PLH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16853317 | PA      | $16247475.80  | 0.03%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $10001161.48  | 0.02%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | MIDAMERICAN ENER               | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    865000 | PA      | $921403.02    | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49598100 | PA      | $49357859.20  | 0.10%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA                                                                    | HSBC TRIPARTY MTGE             | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Long             | RA               | CORP              | US        |  35000000 | PA      | $35000000.00  | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1149580.51   | 0.00%             | 2035-04-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |  22715000 | PA      | $20820747.31  | 0.04%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |  11990000 | PA      | $10147956.28  | 0.02%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  90054000 | PA      | $50633709.81  | 0.10%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782288                      | CUSIP: 36241KRH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3788 | PA      | $3952.45      | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |  33905000 | PA      | $34075440.77  | 0.07%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4335000 | PA      | $3910437.21   | 0.01%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE               | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   8020000 | PA      | $8212194.97   | 0.02%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  13234000 | PA      | $9722599.49   | 0.02%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9159                      | CUSIP: 31417GE93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4922 | PA      | $4815.32      | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   6535000 | PA      | $6966994.93   | 0.01%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos Global Funding                                               | MUTUAL OF OMAHA                | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |  14450000 | PA      | $14733827.48  | 0.03%             | 2030-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                   | GREENSAIF PIPELI               | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |  14255000 | PA      | $14392738.37  | 0.03%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 659674                      | CUSIP: 36294T2F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14388 | PA      | $15070.10     | 0.00%             | 2036-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |  52715000 | PA      | $47283534.22  | 0.10%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARM                  | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   7680000 | PA      | $7780911.05   | 0.02%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 694634                      | CUSIP: 36296LV31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     51002 | PA      | $53598.02     | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |  13335000 | PA      | $10149665.88  | 0.02%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  16670000 | PA      | $16913629.72  | 0.03%             | 2033-03-28      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  30135000 | PA      | $29950282.09  | 0.06%             | 2026-09-11      | Variable      | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  33250000 | PA      | $31653472.32  | 0.06%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  13855000 | PA      | $11366076.85  | 0.02%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO GLOBAL FUND                | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |  29098000 | PA      | $29882311.27  | 0.06%             | 2027-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Beacon Funding Trust                                                             | BEACON TRUST                   | CUSIP: 073952AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  35870000 | PA      | $35506217.58  | 0.07%             | 2054-08-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| State of Illinois                                                                | IL ST TXB-PENSION              | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        | 169030196 | PA      | $169534700.60 | 0.35%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   8555000 | PA      | $8006298.30   | 0.02%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  69430000 | PA      | $68365548.54  | 0.14%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  20850000 | PA      | $21027430.79  | 0.04%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |  17315000 | PA      | $17370223.60  | 0.04%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71306716                                               | EFF 2023-3 A2                  | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28126934 | PA      | $28549310.86  | 0.06%             | 2030-03-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| United Airlines 2018-1 Class B Pass Through Trust                                | UNTD AIR 18-1 B                | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3095842 | PA      | $3057478.45   | 0.01%             | 2027-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4640 CZ                    | CUSIP: 3137BTKX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5782698 | PA      | $5354000.32   | 0.01%             | 2046-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  12965000 | PA      | $13225063.51  | 0.03%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   9100000 | PA      | $8057769.81   | 0.02%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    935000 | PA      | $849523.25    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658417                      | CUSIP: 36294SPA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       420 | PA      | $440.31       | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 609365                      | CUSIP: 36202T6A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       325 | PA      | $334.68       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2019-14 CA                 | CUSIP: 3136B4FP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12222606 | PA      | $11776775.47  | 0.02%             | 2049-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  60601000 | PA      | $61135772.92  | 0.13%             | 2034-05-01      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |    456143 | NS      | $228062377.14 | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                                          | ABU DHABI DEVELO               | CUSIP: 00402D2A2<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |  32130000 | PA      | $33080879.32  | 0.07%             | 2029-05-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |  24480000 | PA      | $24319432.25  | 0.05%             | 2028-04-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                             | JACKSON NAT LIFE               | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  21415000 | PA      | $21550147.50  | 0.04%             | 2028-06-05      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Alcon Finance Corp                                                               | ALCON FINANCE CO               | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |  10270000 | PA      | $10588534.63  | 0.02%             | 2032-12-06      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $9473209.30   | 0.02%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  22075000 | PA      | $22353368.84  | 0.05%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  16435000 | PA      | $16757383.87  | 0.03%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   4430000 | PA      | $3126393.56   | 0.01%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT9875                      | CUSIP: 3138WX6M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       501 | PA      | $492.32       | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   4153000 | PA      | $3174637.76   | 0.01%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1135041.51   | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                               | HOUSTON REF-TXB-A-PEN          | CUSIP: 442331QM9<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |  10225000 | PA      | $10777191.92  | 0.02%             | 2032-03-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   7880000 | PA      | $7633835.50   | 0.02%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |  10760000 | PA      | $10845015.73  | 0.02%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  29030000 | PA      | $18749711.77  | 0.04%             | 2052-07-21      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX           | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10280000 | PA      | $7293892.33   | 0.01%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |  14590000 | PA      | $11573612.63  | 0.02%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   9123000 | PA      | $9049991.55   | 0.02%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KS DEV FIN AUTH-K-TXB          | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |  15160000 | PA      | $10177188.46  | 0.02%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3555000 | PA      | $3732379.78   | 0.01%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  29353000 | PA      | $23431302.59  | 0.05%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                   | GREENSAIF PIPELI               | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |  23730000 | PA      | $23709921.34  | 0.05%             | 2042-08-23      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42750000 | PA      | $41988515.63  | 0.09%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |  22475000 | PA      | $19833161.97  | 0.04%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2016-72 DZ                 | CUSIP: 3136ATK52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8254487 | PA      | $6887888.08   | 0.01%             | 2046-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp                                                | NATIONAL SECS CL               | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |  54105000 | PA      | $55371000.19  | 0.11%             | 2027-11-21      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                    | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  42485000 | PA      | $41446245.57  | 0.08%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9167                      | CUSIP: 31417GFH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9456 | PA      | $9259.26      | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CE4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |  19880000 | PA      | $16795656.77  | 0.03%             | 2041-11-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 158069100 | PA      | $159550997.81 | 0.33%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |   1749043 | NS      | $182250280.60 | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AL0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |  20029000 | PA      | $15576110.26  | 0.03%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8770000 | PA      | $9164386.55   | 0.02%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                                       | L'OREAL SA                     | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |  22685000 | PA      | $23075445.60  | 0.05%             | 2035-05-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |  13940000 | PA      | $12381071.40  | 0.03%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  29057000 | PA      | $28259328.98  | 0.06%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-F-2              | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   4670000 | PA      | $4910800.14   | 0.01%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   9925000 | PA      | $10487526.17  | 0.02%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13431000 | PA      | $13168675.78  | 0.03%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings Sarl                                                          | EIG PEARL HOLDIN               | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |  19885617 | PA      | $17694318.85  | 0.04%             | 2036-08-31      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC               | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  24196000 | PA      | $25938112.97  | 0.05%             | 2030-10-06      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 148982300 | PA      | $150460483.01 | 0.31%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  26170000 | PA      | $22389708.96  | 0.05%             | 2033-02-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 657104                      | CUSIP: 36294RAD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       208 | PA      | $216.40       | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  33358000 | PA      | $32666367.24  | 0.07%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                    | PUB SVC OKLAHOMA               | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |  28970000 | PA      | $29181710.73  | 0.06%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | COREBRIDGE GF                  | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  21620000 | PA      | $22144903.55  | 0.05%             | 2029-01-12      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT7282                      | CUSIP: 3138WVCU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21290 | PA      | $20789.23     | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                                    | INDUSTRIA DE DISENO TEXTIL     | CUSIP: E6282J125<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |   4387668 | NS      | $228890424.03 | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                 | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |  11505000 | PA      | $10952680.73  | 0.02%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |    595576 | NS      | $91784217.36  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NBK SPC Ltd                                                                      | NBK SPC LTD                    | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |  67250000 | PA      | $64830093.49  | 0.13%             | 2027-09-15      | Variable      | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   4680000 | PA      | $3552527.91   | 0.01%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHART                 | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  27400000 | PA      | $28443816.70  | 0.06%             | 2029-01-09      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |   7965611 | NS      | $263343099.66 | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |  24500000 | PA      | $25090345.14  | 0.05%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644504                      | CUSIP: 36292CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       725 | PA      | $750.59       | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE               | CUSIP: 26884TAX0<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |  26850000 | PA      | $25900038.14  | 0.05%             | 2053-05-01      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA-H           | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10665000 | PA      | $11360862.45  | 0.02%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                       | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  14505000 | PA      | $14517993.87  | 0.03%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1410000 | PA      | $1277353.22   | 0.00%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  10645000 | PA      | $8968546.09   | 0.02%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   7195000 | PA      | $7343705.11   | 0.02%             | 2029-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC               | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   7360000 | PA      | $4865059.51   | 0.01%             | 2051-09-23      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552673                      | CUSIP: 36213E6J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1566 | PA      | $1609.33      | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                  | SBA TOWER TRUST                | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9320000 | PA      | $9167760.60   | 0.02%             | 2050-07-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  20725000 | PA      | $20877390.93  | 0.04%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program 2021-B Trust                                      | SOFI 2021-B AFX                | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10037383 | PA      | $8739945.72   | 0.02%             | 2047-02-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Securities LLC                                                         | JPM TRIPARTY TREASURY          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |  30000000 | PA      | $30000000.00  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HLDGS PLC                 | CUSIP: 404280AG4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  19800000 | PA      | $21444563.84  | 0.04%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $7474587.60   | 0.02%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                  | CUSIP: 233853AP5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  14735000 | PA      | $14772974.16  | 0.03%             | 2026-01-16      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  36619000 | PA      | $35775145.54  | 0.07%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |  12140000 | PA      | $11273914.68  | 0.02%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc/Canada                                                | CONSTELLATION ST               | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |  17418000 | PA      | $17748961.16  | 0.04%             | 2029-02-16      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |   2025712 | NS      | $285341792.32 | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                   | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   4235000 | PA      | $4441669.23   | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | PRICOA GLOB FUND               | CUSIP: 74153WCV9<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |  16396000 | PA      | $16437861.12  | 0.03%             | 2031-08-27      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                | CUSIP: 709599BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  40085000 | PA      | $41211629.81  | 0.08%             | 2028-02-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  30320000 | PA      | $30747467.43  | 0.06%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2019-12 HA                 | CUSIP: 3136B4EJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  26353037 | PA      | $25454406.62  | 0.05%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  41870000 | PA      | $41568883.94  | 0.09%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |  15080000 | PA      | $15515400.92  | 0.03%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |  10490000 | PA      | $9474607.34   | 0.02%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  95175000 | PA      | $87143932.68  | 0.18%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 42250PAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  29850000 | PA      | $27732849.65  | 0.06%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                         | LIBERTY MUTUAL                 | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   7604000 | PA      | $7612380.14   | 0.02%             | 2029-02-01      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                            | NOMURA TREAS TRIPARTY          | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |   8600000 | PA      | $8600000.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  99085000 | PA      | $90519531.78  | 0.19%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605086                      | CUSIP: 36200NF30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12917 | PA      | $13498.84     | 0.00%             | 2036-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Tower Trust #1                                                          | AMERICAN TOWER T               | CUSIP: 03027WAM4<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              | CORP              | US        |  67325000 | PA      | $68460489.99  | 0.14%             | 2053-03-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |  10795000 | PA      | $10999353.45  | 0.02%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2013-77 BP                 | CUSIP: 3136AFLL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8608 | PA      | $8579.32      | 0.00%             | 2043-06-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Public Service Co of New Hampshire                                               | PUB SVC NEW HAMP               | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1936167.72   | 0.00%             | 2033-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CA-AP-TXBL             | CUSIP: 91412GXE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  18275000 | PA      | $16474313.08  | 0.03%             | 2045-05-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| UL Solutions Inc                                                                 | UL SOLUTIONS                   | CUSIP: 903731AA5<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |  12130000 | PA      | $12769344.89  | 0.03%             | 2028-10-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | PRICOA GLOB FUND               | CUSIP: 74153WCW7<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   5650000 | PA      | $5712438.49   | 0.01%             | 2030-05-28      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC               | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |  40394000 | PA      | $42509298.06  | 0.09%             | 2038-01-25      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |  16164000 | PA      | $16838013.75  | 0.03%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2225788.95   | 0.00%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |  28180000 | PA      | $29143773.47  | 0.06%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8993                      | CUSIP: 31417F7F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62973 | PA      | $61666.11     | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8368                      | CUSIP: 3132DWJM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    916740 | PA      | $934715.81    | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co                                                                    | BOSTON GAS CO                  | CUSIP: 100743AL7<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5368930.55   | 0.01%             | 2029-08-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  14840000 | PA      | $14615007.94  | 0.03%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 652531                      | CUSIP: 36292L4Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16987 | PA      | $17699.43     | 0.00%             | 2036-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |  10265000 | PA      | $10373914.22  | 0.02%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651794                      | CUSIP: 36292LC77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7329 | PA      | $7647.62      | 0.00%             | 2036-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  48480000 | PA      | $49790517.18  | 0.10%             | 2029-04-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 109829300 | PA      | $112017305.04 | 0.23%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |  43105000 | PA      | $30949515.00  | 0.06%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |  22495000 | PA      | $22757125.01  | 0.05%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |  42978000 | PA      | $28512457.88  | 0.06%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  88000000 | PA      | $87993124.56  | 0.18%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1567128.55   | 0.00%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |  22042000 | PA      | $23771858.14  | 0.05%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |  11185000 | PA      | $8949264.02   | 0.02%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  37006000 | PA      | $28440272.25  | 0.06%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2894                      | CUSIP: 3138WQGC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6309 | PA      | $6174.44      | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6961147.16   | 0.01%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Wachovia Corp                                                                    | WACHOVIA CORP                  | CUSIP: 929771AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15054088.20  | 0.03%             | 2025-10-01      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |   1586963 | NS      | $276258519.04 | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |  31285000 | PA      | $20441503.25  | 0.04%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |  21485000 | PA      | $19157290.18  | 0.04%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LSEGA Financing PLC                                                              | LSEGA FIN PLC                  | CUSIP: 50220PAD5<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   8747000 | PA      | $7812516.18   | 0.02%             | 2031-04-06      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |  15111000 | PA      | $16396267.16  | 0.03%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B           | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2375000 | PA      | $2054007.35   | 0.00%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  14405000 | PA      | $13689423.13  | 0.03%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                  | OHIOHEALTH                     | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |  12575000 | PA      | $11118085.78  | 0.02%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                 | GALAXY PIPELINE                | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |  38678261 | PA      | $34273776.62  | 0.07%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY TRANSPR          | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  50000000 | PA      | $34105890.00  | 0.07%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | JOHNS HOPKINS                  | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |   6980000 | PA      | $5575574.44   | 0.01%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 667687                      | CUSIP: 36295DXQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13845 | PA      | $14380.51     | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | COREBRIDGE GF                  | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  28580000 | PA      | $29271329.62  | 0.06%             | 2029-06-24      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp                                                    | ELEMENT FLEET MA               | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |  12870000 | PA      | $13082393.74  | 0.03%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Ameren Missouri Securitization Funding I LLC                                     | AMEREN MISSOURI                | CUSIP: 023940AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12550000 | PA      | $12430831.98  | 0.03%             | 2041-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2019-6                                                  | AOMT 2019-6 A1                 | CUSIP: 03464VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1525580 | PA      | $1497409.97   | 0.00%             | 2059-11-25      | Variable      | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3220990.62   | 0.01%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                          | BAYER US FIN II                | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14954880.00  | 0.03%             | 2035-07-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                       | SCHLUMBERGER HLD               | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |  12140000 | PA      | $12465718.39  | 0.03%             | 2029-11-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Scentre Group Trust 1 / Scentre Group Trust 2                                    | SCENTRE GROUP TR               | CUSIP: 80622GAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |  23670000 | PA      | $23465068.45  | 0.05%             | 2030-05-28      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4583004.44   | 0.01%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |   2051798 | NS      | $594836758.18 | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |  62403000 | PA      | $40747178.33  | 0.08%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |  16125000 | PA      | $13385691.29  | 0.03%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  49805000 | PA      | $39315235.26  | 0.08%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2544832.82   | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6686000 | PA      | $6742935.44   | 0.01%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |  20245000 | PA      | $19751862.98  | 0.04%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  18940000 | PA      | $18439256.14  | 0.04%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  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        |  18295000 | PA      | $18394815.32  | 0.04%             | 2066-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   9800000 | PA      | $10224988.17  | 0.02%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  13960000 | PA      | $10828790.85  | 0.02%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    752000 | PA      | $525547.74    | 0.00%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PPL Corp                                                                         | PPL CORP                       | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |   7687137 | NS      | $260517072.93 | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Life Insurance Co                                                       | NEW YORK LIFE                  | CUSIP: 64952GAE8<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |  44785000 | PA      | $46961839.42  | 0.10%             | 2033-05-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |  38650000 | PA      | $25047497.74  | 0.05%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  14345000 | PA      | $14275319.59  | 0.03%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Barrick Gold Corp                                                                | BARRICK MINING C               | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | US        |  11271971 | NS      | $234682436.22 | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 105035200 | PA      | $106897933.10 | 0.22%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  20074000 | PA      | $17905799.43  | 0.04%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  21500000 | PA      | $18925105.82  | 0.04%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |  23765000 | PA      | $13974475.68  | 0.03%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   5145000 | PA      | $5290427.70   | 0.01%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA GLOBAL FNDING               | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |  28900000 | PA      | $28859548.09  | 0.06%             | 2027-09-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| New York Life Insurance Co                                                       | NEW YORK LIFE                  | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |  17810000 | PA      | $13151862.00  | 0.03%             | 2050-05-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| East Ohio Gas Co/The                                                             | EAST OHIO GAS CO               | CUSIP: 27409LAE3<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |  19575000 | PA      | $12254249.11  | 0.03%             | 2050-06-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   6105000 | PA      | $6160310.93   | 0.01%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1853799.21   | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |  15210000 | PA      | $14689630.16  | 0.03%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                             | FIRSTENERGY PENN               | CUSIP: 708696CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    915000 | PA      | $917240.19    | 0.00%             | 2026-03-30      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |   6695000 | PA      | $6864947.69   | 0.01%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658133                      | CUSIP: 36294SEE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1531 | PA      | $1596.91      | 0.00%             | 2036-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA                | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |  11949771 | NS      | $565463163.72 | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081EX1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |  12452000 | PA      | $13340374.12  | 0.03%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC               | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   9460000 | PA      | $9887881.67   | 0.02%             | 2030-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $23385368.50  | 0.05%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Beth Israel Lahey Health Inc                                                     | BETH ISRAEL LAHE               | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |   7560000 | PA      | $4699394.51   | 0.01%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI               | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    735000 | PA      | $454475.52    | 0.00%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MA SCH BLDG AUTH-B             | CUSIP: 576000ZJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  28455000 | PA      | $25779581.23  | 0.05%             | 2030-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   8160000 | PA      | $5620533.42   | 0.01%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21240000 | PA      | $20785331.25  | 0.04%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   3200000 | PA      | $2807528.96   | 0.01%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  15310000 | PA      | $13715735.25  | 0.03%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3115184.93   | 0.01%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5754000 | PA      | $5135119.84   | 0.01%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co LLC                                              | COLUMBIA PIPE OC               | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6545000 | PA      | $6871285.20   | 0.01%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |   5350133 | NS      | $282380019.74 | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AX8<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |   5310000 | PA      | $5284897.72   | 0.01%             | 2055-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                       | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5472213.82   | 0.01%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 654420                      | CUSIP: 36294NAV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12642 | PA      | $13207.36     | 0.00%             | 2036-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ7337                      | CUSIP: 3138MPEK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4816 | PA      | $4720.56      | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   4851000 | PA      | $4932927.71   | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  72640000 | PA      | $72438782.84  | 0.15%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |  19940000 | PA      | $20166774.43  | 0.04%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570458                      | CUSIP: 36200RWT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       229 | PA      | $235.12       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $5891724.08   | 0.01%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 113278600 | PA      | $114384835.76 | 0.23%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                 | GALAXY PIPELINE                | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |  34399548 | PA      | $28185535.79  | 0.06%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  10600000 | PA      | $10982911.86  | 0.02%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  96002400 | PA      | $87557188.88  | 0.18%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2013-4 JB                  | CUSIP: 3136ACFL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    533093 | PA      | $516729.39    | 0.00%             | 2028-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance III Ltd                                                 | HORZN 2019-2 A                 | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6292436 | PA      | $5980922.35   | 0.01%             | 2039-11-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  35108000 | PA      | $33354444.22  | 0.07%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL ESTRN TRANSP          | CUSIP: 345105JG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11260000 | PA      | $8630935.25   | 0.02%             | 2053-01-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    405000 | PA      | $293064.34    | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  36010000 | PA      | $32255161.68  | 0.07%             | 2041-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARM                  | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   9065000 | PA      | $8812791.30   | 0.02%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16560700 | PA      | $16684258.39  | 0.03%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |  17670000 | PA      | $15997074.55  | 0.03%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1265817.13   | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15520000 | PA      | $15578806.21  | 0.03%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                     | UNILEVER PLC-ADR               | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | US        |   5555011 | NS      | $339800022.87 | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                  | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  10505000 | PA      | $10535151.03  | 0.02%             | 2034-01-18      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: 870195AC8<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  36525000 | PA      | $37487947.29  | 0.08%             | 2029-11-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |   1874170 | NS      | $197949835.40 | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  10200000 | PA      | $9085513.63   | 0.02%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: 82620KBE2<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |  17705000 | PA      | $15730808.22  | 0.03%             | 2031-03-11      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  15873000 | PA      | $15572018.24  | 0.03%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding N LLC                                | TX ELECTRIC MRKT               | CUSIP: 88240TAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17590000 | PA      | $16366471.61  | 0.03%             | 2052-02-01      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Belrose Funding Trust II                                                         | BELROSE FU TR II               | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16355000 | PA      | $16702291.39  | 0.03%             | 2055-05-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |   3284893 | NS      | $364196086.91 | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68359500 | PA      | $69248707.39  | 0.14%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5967                      | CUSIP: 31417CTZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7110 | PA      | $6983.51      | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                     | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |   1674258 | NS      | $178392189.90 | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4870000 | PA      | $3620215.46   | 0.01%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS-C2-UNREFUND          | CUSIP: 59261A2P1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   2955000 | PA      | $2646666.14   | 0.01%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co/The                                                        | BROOKLYN UNION                 | CUSIP: 114259AQ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |  34556000 | PA      | $26611096.65  | 0.05%             | 2048-03-15      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |   1537263 | NS      | $479579938.11 | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  51194000 | PA      | $31858583.70  | 0.07%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DT2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |  37110000 | PA      | $31292210.38  | 0.06%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  51400000 | PA      | $52328256.76  | 0.11%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743820AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14415000 | PA      | $14571386.89  | 0.03%             | 2033-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-BABS                     | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  38580000 | PA      | $44620061.65  | 0.09%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        | 107883000 | PA      | $111005824.47 | 0.23%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AW6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   4625000 | PA      | $4493178.94   | 0.01%             | 2054-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 257984700 | PA      | $258418034.32 | 0.53%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY CORP               | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  37600000 | PA      | $32557581.31  | 0.07%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                                       | COCA-COLA CONSOL               | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |   2402000 | PA      | $2475449.87   | 0.01%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN               | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |    836061 | NS      | $182236216.17 | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| City of Riverside CA                                                             | RIVERSIDE CA PENSN OB          | CUSIP: 769036BT0<br>LEI: 549300FG48YQF1N4C302 | Long             | DBT              | MUN               | US        |  12905000 | PA      | $11005109.12  | 0.02%             | 2045-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743820AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25375000 | PA      | $25805132.13  | 0.05%             | 2032-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  10596000 | PA      | $10685742.93  | 0.02%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL-D-1              | CUSIP: 64966SHN9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   7665000 | PA      | $7213285.45   | 0.01%             | 2054-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |  59622000 | PA      | $56868729.97  | 0.12%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 151128900 | PA      | $155863484.31 | 0.32%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                               | ALCON FINANCE CO               | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   8540000 | PA      | $7818400.49   | 0.02%             | 2030-05-27      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71013700 | PA      | $72961028.45  | 0.15%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485521                      | CUSIP: 36209YLA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        57 | PA      | $58.83        | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   6386000 | PA      | $6305138.94   | 0.01%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |  17220000 | PA      | $12935888.89  | 0.03%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co                                                             | MONONGAHELA PWR                | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4216039.76   | 0.01%             | 2043-12-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                                | FORTIS INC                     | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |  44365000 | PA      | $43594021.92  | 0.09%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                               | RGA GLOBAL                     | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |  32570000 | PA      | $32620300.46  | 0.07%             | 2031-12-06      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MASSACHUSETTS ST SCH           | CUSIP: 576000ZW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  23000000 | PA      | $17329745.60  | 0.04%             | 2043-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71515000 | PA      | $65324482.81  | 0.13%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  12705000 | PA      | $13063498.51  | 0.03%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |  27790000 | PA      | $22959376.29  | 0.05%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: 59217GET2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  61345000 | PA      | $53112418.80  | 0.11%             | 2032-01-11      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  40000000 | PA      | $40079458.00  | 0.08%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2013-10 YA                 | CUSIP: 3136ACAN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    781339 | PA      | $757392.32    | 0.00%             | 2028-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26898000 | PA      | $22064610.42  | 0.05%             | 2047-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                 | CUSIP: 80413TBH1<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |   6609000 | PA      | $6293204.73   | 0.01%             | 2054-01-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 145449400 | PA      | $146551633.01 | 0.30%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  29945000 | PA      | $30476143.15  | 0.06%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80396000 | PA      | $78511718.75  | 0.16%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   5980000 | PA      | $6136293.46   | 0.01%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8870873.70   | 0.02%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2189186.98   | 0.00%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                 | WFLF 2023-2A A                 | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |  49536429 | PA      | $50211080.50  | 0.10%             | 2038-08-18      | Fixed         | 6.46%                 | Yes           |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10355000 | PA      | $8893923.07   | 0.02%             | 2049-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A            | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4680000 | PA      | $3820104.29   | 0.01%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $1897348.50   | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  29016000 | PA      | $29732337.43  | 0.06%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |   3390555 | NS      | $934606485.75 | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |  15851000 | PA      | $14603397.75  | 0.03%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  35400000 | PA      | $35545266.38  | 0.07%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  94327700 | PA      | $96899603.22  | 0.20%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                                       | TAOT 2024-D A3                 | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19610000 | PA      | $19692713.02  | 0.04%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |  25925000 | PA      | $15232225.45  | 0.03%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  38075000 | PA      | $29123528.28  | 0.06%             | 2041-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4250000 | PA      | $4293049.82   | 0.01%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA               | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   4590000 | PA      | $4666426.48   | 0.01%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  20000000 | PA      | $20451991.60  | 0.04%             | 2029-06-12      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |  41888000 | PA      | $39533927.07  | 0.08%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1955609.72   | 0.00%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |   3132300 | NS      | $478458825.00 | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                   | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  45295000 | PA      | $43163190.83  | 0.09%             | 2028-03-30      | Variable      | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569552                      | CUSIP: 36200QWM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       671 | PA      | $688.26       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2021-SFR1 Trust                                                   | FKH 2021-SFR1 A                | CUSIP: 33767WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  62279825 | PA      | $60180372.15  | 0.12%             | 2038-08-17      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  45795000 | PA      | $45362678.71  | 0.09%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                              | ASHTEAD CAPITAL                | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |  16510000 | PA      | $16915615.20  | 0.03%             | 2034-04-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Horizon Aircraft Finance II Ltd                                                  | HORZN 2019-1 A                 | CUSIP: 44040HAA0<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-CBDO         | CORP              | KY        |   3235651 | PA      | $3125538.32   | 0.01%             | 2039-07-15      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |  12025000 | PA      | $12470413.46  | 0.03%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                           | PROLOGIS TARGETE               | CUSIP: 74350LAC8<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |  15362000 | PA      | $15410752.38  | 0.03%             | 2035-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5169989.10   | 0.01%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | TX NATURAL GAS SECZ            | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10206000 | PA      | $10309132.65  | 0.02%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  11050000 | PA      | $10877605.08  | 0.02%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |  11325000 | PA      | $11108658.07  | 0.02%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   7625000 | PA      | $7360264.58   | 0.02%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676933                      | CUSIP: 36295QBA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    107791 | PA      | $112517.28    | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  15510000 | PA      | $16874467.28  | 0.03%             | 2033-08-12      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE               | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |  45457000 | PA      | $45466694.16  | 0.09%             | 2033-05-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                             | BRIGHTHS FIN GLB               | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |  37050000 | PA      | $36041470.10  | 0.07%             | 2026-05-24      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS          | CUSIP: 47770VBQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5335000 | PA      | $4390739.14   | 0.01%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                     | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |  47045000 | PA      | $48690403.11  | 0.10%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   7285000 | PA      | $7541321.34   | 0.02%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                                                | TRACTOR SUPPLY                 | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |   2918589 | NS      | $154013941.53 | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    160000 | PA      | $144845.54    | 0.00%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  72900000 | PA      | $74293848.00  | 0.15%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |   3940311 | NS      | $273378777.18 | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5314000 | PA      | $4265704.67   | 0.01%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DNKN 2019-1A A2II              | CUSIP: 233046AK7<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |  12752025 | PA      | $12640883.45  | 0.03%             | 2049-05-20      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |  13925000 | PA      | $13988203.90  | 0.03%             | 2031-07-03      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2019-1                                      | CLAST 2019-1A A                | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-CBDO         | CORP              | US        |  11105456 | PA      | $10522582.58  | 0.02%             | 2039-04-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  85623000 | PA      | $83208619.77  | 0.17%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  18700000 | PA      | $19769534.53  | 0.04%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TE Connectivity PLC                                                              | TE CONNECTIVITY                | CUSIP: G87052109<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | US        |   1518988 | NS      | $256207705.96 | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  26960000 | PA      | $27349218.55  | 0.06%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |  13845000 | PA      | $12648844.89  | 0.03%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                            | NOM TSY FICC                   | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |  30000000 | PA      | $30000000.00  | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co/The                                        | NORTHWESTERN MUT               | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |  28508000 | PA      | $21680102.52  | 0.04%             | 2047-09-30      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Omnis Funding Trust                                                              | OMNIS FUND TRUST               | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22105000 | PA      | $22894846.13  | 0.05%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co LLC                                                | COLUMBIA PIPE HC               | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4070000 | PA      | $4114155.10   | 0.01%             | 2034-01-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                                          | ABU DHABI DEVELO               | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |  50695000 | PA      | $52658468.55  | 0.11%             | 2034-05-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELEC PWR               | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8933700.32   | 0.02%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  55390000 | PA      | $53510528.68  | 0.11%             | 2027-09-10      | Variable      | 1.55%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  65775000 | PA      | $63872314.74  | 0.13%             | 2027-06-11      | Variable      | 1.42%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |  25740000 | PA      | $25805090.80  | 0.05%             | 2029-07-03      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   4590000 | PA      | $3922051.08   | 0.01%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  35080000 | PA      | $19071815.21  | 0.04%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                                  | ADC 2021-1A A2                 | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  34025000 | PA      | $32886285.33  | 0.07%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                                                   | PROTECTIVE LIFE                | CUSIP: 74368CCB8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  16415000 | PA      | $16944871.11  | 0.03%             | 2032-01-14      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ1018                      | CUSIP: 3138MGDY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4120 | PA      | $4046.87      | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                 | ROCHE HLDG-GENUS               | CUSIP: H69293217<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |    604932 | NS      | $197461697.59 | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |  14435000 | PA      | $13151737.45  | 0.03%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   7085000 | PA      | $6967403.31   | 0.01%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  33115000 | PA      | $33537019.55  | 0.07%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 645974                      | CUSIP: 36292DT77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1748 | PA      | $1824.82      | 0.00%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4493584.20   | 0.01%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   4270000 | PA      | $4233100.50   | 0.01%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | PRINCETON UNIV                 | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |   1824000 | PA      | $1122738.05   | 0.00%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |  10315000 | PA      | $10412043.93  | 0.02%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                                       | NUVEEN LLC                     | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8225000 | PA      | $8560093.90   | 0.02%             | 2034-04-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                 | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23160000 | PA      | $22597518.18  | 0.05%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  75375000 | PA      | $72131150.95  | 0.15%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                  | JERSEY CENT P&L                | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |  17080000 | PA      | $17047871.67  | 0.03%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                   | CUSIP: 78433LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3915000 | PA      | $2909140.15   | 0.01%             | 2040-05-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC               | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |  21147000 | PA      | $21974302.36  | 0.05%             | 2037-01-25      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |  25600000 | PA      | $24815661.82  | 0.05%             | 2029-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC               | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  31893000 | PA      | $32678560.63  | 0.07%             | 2029-04-04      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  13689000 | PA      | $14181422.49  | 0.03%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  24510000 | PA      | $21620528.60  | 0.04%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3449978.88   | 0.01%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 221724600 | PA      | $228809392.75 | 0.47%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | NW MUTUAL GLOBAL               | CUSIP: 66815L2S7<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |  23720000 | PA      | $24328172.02  | 0.05%             | 2031-05-28      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |  32015000 | PA      | $29529976.49  | 0.06%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  43333000 | PA      | $42851717.27  | 0.09%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  21285000 | PA      | $22347970.77  | 0.05%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |  17654000 | PA      | $18087525.04  | 0.04%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  19795000 | PA      | $12772275.59  | 0.03%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   8025000 | PA      | $7858927.84   | 0.02%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2013-4 CB                  | CUSIP: 3136ACFC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    931723 | PA      | $904099.52    | 0.00%             | 2028-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   9086000 | PA      | $8804313.10   | 0.02%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 145383800 | PA      | $146746773.13 | 0.30%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA               | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |  10840000 | PA      | $9615449.32   | 0.02%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | GLENCORE FDG LLC               | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  16275000 | PA      | $16603467.91  | 0.03%             | 2035-04-01      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  70000000 | PA      | $69074109.30  | 0.14%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL SE               | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    498775 | NS      | $92981635.50  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |  53892000 | PA      | $55024050.50  | 0.11%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1543177.35   | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | 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        |  34450000 | PA      | $32349225.22  | 0.07%             | 2053-07-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                           | COX COMMUN INC                 | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |  58525000 | PA      | $54755573.30  | 0.11%             | 2035-02-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5020000 | PA      | $4159802.37   | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |  28545000 | PA      | $26699321.12  | 0.05%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

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

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer