# EDGAR Filing Document

**Accession Number:** 0000836906
**File Stem:** 0001752724-23-050300
**Filing Date:** 2023-3
**Character Count:** 1432103
**Document Hash:** 9725e93e6f4b085e6b288feea2f9e029
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-050300.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-050300

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD MALVERN FUNDS
- **CENTRAL INDEX KEY:** 0000836906
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05628
- **FILM NUMBER:** 23693897

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD ASSET ALLOCATION FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Vanguard Core Bond Fund (Series ID: S000053068)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000166995 | Admiral Shares  | VCOBX           |
| C000166996 | Investor Shares | VCORX           |

## Nport-Ex

Vanguard<sup>®</sup> Core Bond Fund

Schedule of Investments (unaudited)

As of December 31, 2022

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **U.S. Government and Agency Obligations (50.4%)** | **U.S. Government and Agency Obligations (50.4%)** | **U.S. Government and Agency Obligations (50.4%)** | **U.S. Government and Agency Obligations (50.4%)** | **U.S. Government and Agency Obligations (50.4%)** | **U.S. Government and Agency Obligations (50.4%)** |
| **U.S. Government Securities (21.4%)** | **U.S. Government Securities (21.4%)** | **U.S. Government Securities (21.4%)** | **U.S. Government Securities (21.4%)** | **U.S. Government Securities (21.4%)** | **U.S. Government Securities (21.4%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.375% | 10/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;27450 | &nbsp;&nbsp;&nbsp; 27369 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.250% | 12/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;56000 | &nbsp;&nbsp;&nbsp; 55807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.750% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp; 89730 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp; 120469 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;34100 | &nbsp;&nbsp;&nbsp; 33104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.250% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;40650 | &nbsp;&nbsp;&nbsp; 40618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.500% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;44450 | &nbsp;&nbsp;&nbsp; 44728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 11/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;19800 | &nbsp;&nbsp;&nbsp; 17709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.000% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp; 11925 |
| <sup>2,3,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.500% | 2/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;120200 | &nbsp;&nbsp;&nbsp; 107072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.750% | 3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;63000 | &nbsp;&nbsp;&nbsp; 56464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.750% | 4/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp; 71500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.125% | 10/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91137 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.875% | 12/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.375% | 10/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 11/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.625% | 7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.875% | 9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.125% | 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.375% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40999 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33884 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.250% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4385 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.375% | 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.375% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13242 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp; 24094 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;114520 | &nbsp;&nbsp;&nbsp; 94801 |
|  |  |  |  |  | &nbsp;&nbsp;**1474855** |
| **Agency Bonds and Notes (7.3%)** | **Agency Bonds and Notes (7.3%)** | **Agency Bonds and Notes (7.3%)** | **Agency Bonds and Notes (7.3%)** | **Agency Bonds and Notes (7.3%)** | **Agency Bonds and Notes (7.3%)** |
| <sup>6,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | 4.000% | 8/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp; 44394 |
| <sup>6,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | 4.000% | 2/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;210400 | &nbsp;&nbsp;&nbsp; 206846 |
| <sup>6,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | 4.050% | 8/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;117000 | &nbsp;&nbsp;&nbsp; 114744 |
| <sup>6,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | 4.200% | 8/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp; 137618 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**503602** |
| **Conventional Mortgage-Backed Securities (21.7%)** | **Conventional Mortgage-Backed Securities (21.7%)** | **Conventional Mortgage-Backed Securities (21.7%)** | **Conventional Mortgage-Backed Securities (21.7%)** | **Conventional Mortgage-Backed Securities (21.7%)** |  |
| <sup>6,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae Pool | 3.000% | 10/1/46–3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554 | &nbsp;&nbsp;&nbsp; 481 |
| <sup>6,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae Pool | 3.500% | 7/1/47–2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1261 | &nbsp;&nbsp;&nbsp; 1144 |
| <sup>6,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae Pool | 4.000% | 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp; 182 |
| <sup>6,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae Pool | 5.000% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp; 30 |
| <sup>6,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 3.000% | 9/1/46–8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18232 |
| <sup>6,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 3.500% | 3/1/45–2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1619 |
| <sup>6,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 4.000% | 7/1/39–12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7369 |
| <sup>6,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 4.500% | 12/1/39–2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1738 |
| <sup>6,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 5.000% | 12/1/35–6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 |
| <sup>6,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 5.500% | 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 3.000% | 4/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 3.500% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 4.000% | 7/15/45–8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 4.500% | 2/15/39–9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 6.000% | 7/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>1,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 2.000% | 11/20/50–1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43406 |
| <sup>1,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 2.500% | 5/20/50–1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43538 |
| <sup>1,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 3.000% | 5/20/43–1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59967 |
| <sup>1,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 3.500% | 4/20/43–1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38242 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 4.000% | 11/20/42–2/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25024 |
| <sup>1,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 4.500% | 12/20/45–1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28385 |
| <sup>1,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 5.000% | 8/20/48–1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11292 |
| <sup>1,6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 5.500% | 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50266 |
| <sup>1,6,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 1.500% | 12/1/36–4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34281 |
| <sup>1,6,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 2.000% | 10/1/35–4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;287681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237774 |
| <sup>1,6,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 2.500% | 8/1/35–1/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;176566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152893 |
| <sup>1,6,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 3.500% | 7/1/38–1/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45191 |
| <sup>1,6,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 4.000% | 1/25/38–1/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79010 |
| <sup>1,6,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 4.500% | 1/25/38–1/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64181 |
| <sup>1,6,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 5.000% | 8/1/39–1/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81958 |
| <sup>1,6,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 5.500% | 12/1/38–2/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;233607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235086 |
| <sup>1,6,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 6.000% | 10/1/39–2/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;225511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229300 |
| <sup>6,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool | 6.500% | 9/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
|  |  |  |  |  | &nbsp;&nbsp;**1492669** |
| **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** |  |
| <sup>6,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac REMICS | 2.000% | 1/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1353 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ginnie Mae REMICS | 2.000% | 2/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2952** |
| **Total U.S. Government and Agency Obligations (Cost $3,703,718)** | **Total U.S. Government and Agency Obligations (Cost $3,703,718)** | **Total U.S. Government and Agency Obligations (Cost $3,703,718)** | **Total U.S. Government and Agency Obligations (Cost $3,703,718)** | **Total U.S. Government and Agency Obligations (Cost $3,703,718)** | **3474078** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (8.6%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (8.6%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (8.6%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (8.6%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (8.6%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (8.6%)** |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Series 2022-2 | 4.620% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10943 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Series 2019-1 | 3.620% | 3/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Series 2020-2 | 2.130% | 3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Aventura Mall Trust Series 2018-AVM | 4.112% | 7/5/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399 | &nbsp;&nbsp;&nbsp; 357 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BA Credit Card Trust Series 2021-A1 | 0.440% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp; 1176 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BAMLL Commercial Mortgage Securities Trust Series 2019-BPR | 3.112% | 11/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp; 1019 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2017-BNK4 | 3.625% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp; 18 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2017-BNK6 | 3.741% | 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp; 45 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2018-BNK14 | 4.185% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp; 24 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2018-BNK14 | 4.231% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp; 14 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2019-BNK17 | 3.714% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp; 257 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2019-BNK18 | 3.584% | 5/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp; 254 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2019-BNK20 | 3.011% | 9/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp; 174 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2019-BNK23 | 2.846% | 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp; 118 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BANK Series 2022-BNK40 | 3.394% | 3/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp; 79 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bayview MSR Opportunity Master Fund Trust Series 2021-4 | 2.500% | 10/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3382 | &nbsp;&nbsp;&nbsp; 2694 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2020-C6 | 2.639% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp; 170 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2022-C16 | 4.600% | 6/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B1 | 3.666% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B1 | 3.878% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B2 | 3.882% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2019-B15 | 2.859% | 12/15/72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2019-B15 | 2.928% | 12/15/72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-B16 | 2.732% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BX Trust Series 2019-OC11 | 3.202% | 12/9/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cantor Commercial Real Estate Lending Series 2019-CF3 | 3.006% | 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Series 2022-2 | 3.740% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6618 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2016-CD1 | 3.631% | 8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2017-CD4 | 3.514% | 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2017-CD4 | 3.747% | 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2017-CD6 | 3.456% | 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2017-CD6 | 3.709% | 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2018-CD7 | 4.850% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Series 2016-C4 | 3.283% | 5/10/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2014-GC23 | 4.175% | 7/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2017-P8 | 3.203% | 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2017-P8 | 3.789% | 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2017-P8 | 4.192% | 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2017-P8 | 4.263% | 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2018-C5 | 4.228% | 6/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2019-C7 | 2.860% | 12/15/72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CNH Equipment Trust Series 2022-B | 3.940% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2173 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2013-CR6 | 3.397% | 3/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2013-CR9 | 4.289% | 7/10/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR17 | 3.977% | 5/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154 | &nbsp;&nbsp;&nbsp; 149 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR20 | 3.326% | 11/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7602 | &nbsp;&nbsp;&nbsp; 7334 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2019-GC44 | 2.873% | 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp; 136 |
| <sup>6,8,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust Series 2022-R02, SOFR30A + 1.200% | 5.128% | 1/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2452 | &nbsp;&nbsp;&nbsp; 2405 |
| <sup>6,8,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust Series 2022-R07, SOFR30A + 2.950% | 6.894% | 6/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6764 | &nbsp;&nbsp;&nbsp; 6824 |
| <sup>6,8,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust Series 2022-R08, SOFR30A + 2.550% | 6.478% | 7/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;23079 | &nbsp;&nbsp;&nbsp; 23150 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2016-C7 | 3.502% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp; 11 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2020-C19 | 2.561% | 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp; 207 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Daimler Trucks Retail Trust Series 2022-1 | 5.070% | 9/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3170 | &nbsp;&nbsp;&nbsp; 3163 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Series 2022-2 | 4.030% | 7/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3990 | &nbsp;&nbsp;&nbsp; 3946 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Series 2018-5 | 4.300% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312 | &nbsp;&nbsp;&nbsp; 312 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Series 2019-4 | 2.700% | 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 | &nbsp;&nbsp;&nbsp; 153 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Series 2020-1 | 2.700% | 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp; 177 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Series 2020-2 | 3.050% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp; 137 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;EDvestinU Private Education Loan Issue No. 1 LLC Series 2019-A | 3.580% | 11/25/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K035 | 0.315% | 8/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K036 | 0.687% | 10/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K037 | 0.910% | 1/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K038 | 1.078% | 3/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K040 | 0.695% | 9/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K043 | 0.510% | 12/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K052 | 0.636% | 11/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K053 | 0.877% | 12/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K054 | 1.157% | 1/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K055 | 1.346% | 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K057 | 1.169% | 7/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K058 | 0.915% | 8/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K059 | 0.304% | 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K060 | 0.070% | 10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K062 | 0.293% | 12/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K064 | 0.602% | 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K065 | 0.668% | 4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;20234 | &nbsp;&nbsp;&nbsp; 478 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K068 | 0.425% | 8/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp; 51 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K088 | 0.510% | 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;248662 | &nbsp;&nbsp;&nbsp; 6557 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K104 | 1.124% | 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;51152 | &nbsp;&nbsp;&nbsp; 3098 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K105 | 1.523% | 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;73232 | &nbsp;&nbsp;&nbsp; 6072 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K110 | 1.697% | 4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;19181 | &nbsp;&nbsp;&nbsp; 1750 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K135 | 0.192% | 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;257296 | &nbsp;&nbsp;&nbsp; 3404 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K139 | 0.091% | 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;391503 | &nbsp;&nbsp;&nbsp; 3165 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K140 | 0.291% | 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;124894 | &nbsp;&nbsp;&nbsp; 2767 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K148 | 0.250% | 7/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;156504 | &nbsp;&nbsp;&nbsp; 3421 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series KG02 | 1.021% | 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;11142 | &nbsp;&nbsp;&nbsp; 562 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series KG04 | 0.851% | 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7762 | &nbsp;&nbsp;&nbsp; 390 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series KG05 | 0.312% | 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;63628 | &nbsp;&nbsp;&nbsp; 1296 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series KG06 | 0.532% | 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;29984 | &nbsp;&nbsp;&nbsp; 1072 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series KG07 | 0.002% | 8/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;214587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series KIR1 | 1.038% | 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2018 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series KSG2 | 0.122% | 11/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;256542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2416 |
| <sup>6,7,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series KW10 | 0.639% | 9/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1701 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2018-2 | 3.760% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2019-1 | 3.520% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7618 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2020-1 | 2.040% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2020-1 | 2.540% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2022-1 | 3.880% | 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2022-1 | 4.670% | 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1197 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2022-B | 3.740% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2630 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2022-B | 3.930% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1059 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A Series 2020-1 | 0.700% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6179 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A Series 2020-1 | 2.120% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 |
| <sup>6,7,8,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR Debt Notes Series 2022-HQA2, SOFR30A + 2.650% | 6.578% | 7/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15875 |
| <sup>6,7,8,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Series 2020-DNA6, SOFR30A + 2.000% | 5.928% | 12/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1612 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>6,7,8,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Series 2021-DNA5, SOFR30A + 1.650% | 5.578% | 1/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;19107 | &nbsp;&nbsp;&nbsp; 18808 |
| <sup>6,7,8,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Series 2022-HQA3, SOFR30A + 2.300% | 6.228% | 8/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;34085 | &nbsp;&nbsp;&nbsp; 33782 |
| <sup>6,8,10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FREMF Mortgage Trust Series 2015-K42 | 0.100% | 1/25/48 | 1026879 | &nbsp;&nbsp;&nbsp; 1421 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GCAT Trust Series 2022-INV1 | 3.000% | 12/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;30034 | &nbsp;&nbsp;&nbsp; 24816 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GCAT Trust Series 2022-INV3 | 4.000% | 8/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7826 | &nbsp;&nbsp;&nbsp; 7143 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GCAT Trust Series 2022-INV3 | 4.000% | 8/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9220 | &nbsp;&nbsp;&nbsp; 7908 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GCAT Trust Series 2022-INV3 | 4.500% | 8/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp; 4863 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2020-2 | 3.210% | 12/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp; 140 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2022-3 | 3.500% | 9/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp; 5774 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2022-4 | 4.600% | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp; 10950 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Series 2021-1 | 1.170% | 6/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp; 452 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Series 2021-1 | 1.490% | 6/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp; 60 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Series 2021-1 | 1.670% | 6/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp; 104 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Series 2020-1 | 1.480% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp; 116 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2014-GC24 | 3.666% | 9/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6570 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2014-GC24 | 4.511% | 9/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2014-GC24 | 4.532% | 9/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2016-GS3 | 2.850% | 10/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2019-GC38 | 3.968% | 2/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2019-GC40 | 3.160% | 7/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2020-GC45 | 2.843% | 2/13/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2020-GC45 | 2.911% | 2/13/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Corp. Trust Series 2022-PJ4 | 2.500% | 9/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8282 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Trust Series 2021-PJ7 | 2.500% | 1/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Trust Series 2022-PJ1 | 2.500% | 5/28/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7251 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Trust Series 2022-PJ3 | 3.000% | 8/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Trust Series 2022-PJ6 | 3.000% | 1/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26589 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Trust Series 2022-PJ6 | 3.000% | 1/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29822 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hertz Vehicle Financing III LLC Series 2022-1A | 2.630% | 6/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hertz Vehicle Financing III LP Series 2021-2A | 1.680% | 12/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2022-2 | 3.810% | 3/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2627 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hudson Yards Mortgage Trust Series 2019-30HY | 3.228% | 7/10/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hudsons Bay Simon JV Trust Series 2015-HB7 | 3.914% | 8/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp; 89 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2022-B | 3.640% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6760 | &nbsp;&nbsp;&nbsp; 6691 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;John Deere Owner Trust Series 2022-B | 3.730% | 6/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp; 3192 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C13 | 4.122% | 1/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp; 226 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 3.881% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp; 5 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust Series 2021-6 | 2.500% | 10/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2813 | &nbsp;&nbsp;&nbsp; 2244 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust Series 2021-15 | 3.000% | 6/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;24935 | &nbsp;&nbsp;&nbsp; 20790 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust Series 2021-INV4 | 3.000% | 1/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1494 | &nbsp;&nbsp;&nbsp; 1245 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust Series 2021-INV6 | 3.000% | 4/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1458 | &nbsp;&nbsp;&nbsp; 1216 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust Series 2022-1 | 3.000% | 7/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6989 | &nbsp;&nbsp;&nbsp; 5827 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust Series 2022-4 | 3.000% | 10/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2391 | &nbsp;&nbsp;&nbsp; 1993 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JP Morgan Mortgage Trust Series 2022-INV1 | 3.000% | 3/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;24996 | &nbsp;&nbsp;&nbsp; 20840 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.439% | 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp; 291 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.735% | 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp; 346 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2016-C4 | 3.141% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.409% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.713% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | 4.211% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Kubota Credit Owner Trust Series 2022-2A | 4.070% | 6/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5606 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Laurel Road Prime Student Loan Trust Series 2017-C | 2.810% | 11/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Laurel Road Prime Student Loan Trust Series 2018-B | 3.540% | 5/26/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mello Mortgage Capital Acceptance Series 2021-INV1 | 2.500% | 6/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3198 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mello Mortgage Capital Acceptance Series 2021-MTG2 | 2.500% | 6/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1183 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;MMAF Equipment Finance LLC Series 2018-A | 3.610% | 3/10/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C10 | 4.070% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C15 | 4.892% | 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 4.315% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C29 | 3.325% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C29 | 4.722% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | 3.720% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2015-UBS8 | 3.809% | 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 | &nbsp;&nbsp;&nbsp; 491 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2016-UB11 | 2.782% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp; 90 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;MSBAM Commercial Mortgage Securities Trust Series 2012-CKSV | 3.277% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976 | &nbsp;&nbsp;&nbsp; 820 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Navient Private Education Loan Trust Series 2017-A | 2.880% | 12/16/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp; 38 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Navient Private Education Loan Trust Series 2018-BA | 3.610% | 12/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp; 168 |
| <sup>6,8,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Navient Student Loan Trust Series 2016-6A, 1M USD LIBOR + 0.750% | 5.139% | 3/25/66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp; 5 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust Series 2021-INV2 | 3.000% | 9/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8235 | &nbsp;&nbsp;&nbsp; 6804 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;OBX Trust Series 2022-INV5 | 4.000% | 10/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5976 | &nbsp;&nbsp;&nbsp; 5375 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;OBX Trust Series 2022-J2 | 3.000% | 8/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;17546 | &nbsp;&nbsp;&nbsp; 14629 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;OBX Trust Series 2022-J2 | 3.000% | 8/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;10894 | &nbsp;&nbsp;&nbsp; 8865 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;OBX Trust Series 2022-J2 | 3.500% | 8/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;25446 | &nbsp;&nbsp;&nbsp; 21880 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;OBX Trust Series 2022-J2 | 3.500% | 8/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;16292 | &nbsp;&nbsp;&nbsp; 13805 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;One Bryant Park Trust Series 2019-OBP | 2.516% | 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp; 82 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Palisades Center Trust Series 2016-PLSD | 2.713% | 4/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp; 342 |
| <sup>6,8,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Pepper Residential Securities Trust Series 21A, 1M USD LIBOR + 0.880% | 5.206% | 1/16/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>6,8,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Pepper Residential Securities Trust No. 22 Series 22A, 1M USD LIBOR + 1.000% | 5.353% | 6/20/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| <sup>6,8,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Pepper Residential Securities Trust No. 23 Series 23A, 1M USD LIBOR + 0.950% | 5.289% | 8/18/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>6,8,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;PHEAA Student Loan Trust Series 2016-2A, 1M USD LIBOR + 0.950% | 5.339% | 11/25/65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Progress Residential Trust Series 2022-SFR3 | 3.200% | 4/17/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Progress Residential Trust Series 2022-SFR3 | 3.600% | 4/17/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Progress Residential Trust Series 2022-SFR5 | 4.451% | 6/17/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Progress Residential Trust Series 2022-SFR5 | 4.896% | 6/17/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;RCKT Mortgage Trust Series 2021-3 | 2.500% | 7/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3284 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;RCKT Mortgage Trust Series 2022-4 | 3.500% | 6/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11774 |
| <sup>6,8,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;RESIMAC Bastille Trust Series 2018-1NCA, 1M USD LIBOR + 0.850% | 5.022% | 12/5/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>6,8,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;RESIMAC MBS Trust Series 2018-2A, 1M USD LIBOR + 0.850% | 5.124% | 4/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2020-2 | 2.220% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2022-3 | 4.130% | 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2022-3 | 4.490% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2022-4 | 4.140% | 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7904 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2022-5 | 4.110% | 8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3192 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2022-6 | 4.490% | 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Santander Retail Auto Lease Trust Series 2020-A | 2.520% | 11/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Santander Retail Auto Lease Trust Series 2020-B | 1.980% | 10/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust Series 2021-3 | 2.500% | 5/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp; 2393 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust Series 2016-A | 2.700% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp; 82 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust Series 2017-B | 2.820% | 10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp; 93 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust Series 2018-B | 3.600% | 1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 | &nbsp;&nbsp;&nbsp; 203 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust Series 2018-C | 3.630% | 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282 | &nbsp;&nbsp;&nbsp; 263 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SoFi Professional Loan Program LLC Series 2016-D | 2.340% | 4/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp; 8 |
| <sup>6,8,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SoFi Professional Loan Program LLC Series 2016-D, 1M USD LIBOR + 0.950% | 5.339% | 1/25/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp; 3 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SoFi Professional Loan Program LLC Series 2017-B | 2.740% | 5/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp; 1 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SoFi Professional Loan Program LLC Series 2017-D | 2.650% | 9/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp; 20 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SoFi Professional Loan Program LLC Series 2017-E | 2.720% | 11/26/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp; 8 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SoFi Professional Loan Program LLC Series 2017-F | 2.840% | 1/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp; 37 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Tesla Auto Lease Trust Series 2020-A | 1.680% | 2/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp; 99 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Tidewater Auto Receivables Trust Series 2018-AA | 4.300% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp; 4 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Auto Loan Extended Note Trust Series 2022-1A | 3.820% | 4/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp; 751 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2022-C | 3.830% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3842 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Trinity Rail Leasing LLC Series 2018-1A | 4.620% | 6/17/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UBS-Barclays Commercial Mortgage Trust Series 2013-C6 | 3.469% | 4/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;USAA Auto Owner Trust Series 2022-A | 4.600% | 2/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7288 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UWM Mortgage Trust Series 2021-INV3 | 2.500% | 11/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3433 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Master Trust Series 2022-5 | 3.720% | 7/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3509 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2013-LC12 | 4.296% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 2.925% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6271 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 4.550% | 9/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-C37 | 3.525% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-RC1 | 3.631% | 1/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2018-C43 | 4.514% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2018-C46 | 4.152% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2019-C49 | 3.933% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C19 | 3.829% | 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6350 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2022-C | 3.730% | 3/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5843 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2022-D | 5.510% | 3/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5042 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $629,892)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $629,892)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $629,892)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $629,892)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $629,892)** | &nbsp;&nbsp;&nbsp;**591547** |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | **Coupon** | **Maturity<br> Date** | &nbsp;&nbsp;&nbsp;**Face<br> Amount<br> ($000)** | &nbsp;&nbsp;**Market<br> Value<br> ($000)** |
| **Corporate Bonds (29.6%)** | **Corporate Bonds (29.6%)** | **Corporate Bonds (29.6%)** | **Corporate Bonds (29.6%)** | **Corporate Bonds (29.6%)** | **Corporate Bonds (29.6%)** |
| **Communications (2.1%)** | **Communications (2.1%)** | **Communications (2.1%)** | **Communications (2.1%)** | **Communications (2.1%)** | **Communications (2.1%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Activision Blizzard Inc. | 2.500% | 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp; 2932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alphabet Inc. | 2.250% | 8/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1930 | &nbsp;&nbsp;&nbsp; 1097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 4.350% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933 | &nbsp;&nbsp;&nbsp; 888 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 4.300% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1685 | &nbsp;&nbsp;&nbsp; 1585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 4.500% | 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp; 637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 4.900% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp; 460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 3.500% | 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp; 2483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 3.550% | 9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4238 | &nbsp;&nbsp;&nbsp; 2862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T Inc. | 3.650% | 9/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567 | &nbsp;&nbsp;&nbsp; 384 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 4.000% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp; 1160 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 4.750% | 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626 | &nbsp;&nbsp;&nbsp; 677 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cable One Inc. | 4.000% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp; 273 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CCO Holdings LLC | 5.000% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CCO Holdings LLC | 6.375% | 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CCO Holdings LLC | 4.750% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 4.908% | 7/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 2.250% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.050% | 3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.500% | 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 6.484% | 10/23/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 4.800% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1017 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CK Hutchison Group Telecom Finance SA | 2.625% | 10/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cogent Communications Group Inc. | 7.000% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 5.250% | 11/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 3.150% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 0.000% | 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 2.350% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 3.150% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 4.150% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 3.400% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 1.875% | 2/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 3.250% | 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 3.750% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 4.650% | 7/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 4.700% | 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 3.450% | 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 2.650% | 8/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp. | 2.987% | 11/1/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3044 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CSC Holdings LLC | 4.625% | 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CSC Holdings LLC | 3.375% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Directv Financing LLC | 5.875% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Discovery Communications LLC | 3.900% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Discovery Communications LLC | 4.000% | 9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DISH DBS Corp. | 5.250% | 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DISH DBS Corp. | 5.750% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DISH DBS Corp. | 5.125% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DISH Network Corp. | 11.750% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Expedia Group Inc. | 3.800% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Expedia Group Inc. | 2.950% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fox Corp. | 5.476% | 1/25/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3436 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Frontier Communications Holdings LLC | 5.875% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Frontier Communications Holdings LLC | 5.000% | 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Frontier Communications Holdings LLC | 6.000% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | 3.375% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1438 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Level 3 Financing Inc. | 4.250% | 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Level 3 Financing Inc. | 3.625% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp; 300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meta Platforms Inc. | 3.850% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3430 | &nbsp;&nbsp;&nbsp; 3018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Netflix Inc. | 4.875% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3405 | &nbsp;&nbsp;&nbsp; 3308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Netflix Inc. | 5.875% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp; 807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Netflix Inc. | 6.375% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp; 2026 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;News Corp. | 3.875% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp; 433 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Nexstar Media Inc. | 5.625% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp; 271 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Nexstar Media Inc. | 4.750% | 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp; 377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Global | 4.750% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108 | &nbsp;&nbsp;&nbsp; 1090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Global | 4.850% | 7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3042 | &nbsp;&nbsp;&nbsp; 2254 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 3.800% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp; 1847 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 4.550% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp; 1591 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Scripps Escrow II Inc. | 5.375% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp; 225 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Scripps Escrow Inc. | 5.875% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp; 251 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Sirius XM Radio Inc. | 5.000% | 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Sky Ltd. | 3.750% | 9/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc. | 4.000% | 4/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 4.103% | 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 4.665% | 3/6/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 5.213% | 3/8/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 4.500% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.625% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.375% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.875% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.875% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.600% | 11/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 5.800% | 9/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3644 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 4.125% | 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Univision Communications Inc. | 7.375% | 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UPC Broadband Finco BV | 4.875% | 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
| <sup>6,13</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.050% | 2/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.250% | 2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.125% | 3/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446 |
| <sup>6,13</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.500% | 8/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.329% | 9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 0.375% | 3/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1464 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.250% | 10/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.875% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.650% | 11/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.400% | 3/22/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.850% | 11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.862% | 8/21/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.875% | 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.000% | 11/20/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.700% | 3/22/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1447 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Videotron Ltd. | 3.625% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vodafone Group plc | 6.150% | 2/27/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2884 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Vodafone Group plc | 2.500% | 5/24/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043 |
| <sup>6,12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Vodafone Group plc | 3.000% | 8/12/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vodafone Group plc | 4.125% | 6/4/81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1716 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;VZ Secured Financing BV | 5.000% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 1.750% | 1/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.375% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 2.000% | 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.500% | 5/13/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 4.700% | 3/23/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.600% | 1/13/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 3.428% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3795 |

---

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 5.050% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971 | &nbsp;&nbsp;&nbsp; 747 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 5.391% | 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4340 | &nbsp;&nbsp;&nbsp; 3179 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Zayo Group Holdings Inc. | 4.000% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp; 371 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**144578** |
| **Consumer Discretionary (2.7%)** | **Consumer Discretionary (2.7%)** | **Consumer Discretionary (2.7%)** | **Consumer Discretionary (2.7%)** | **Consumer Discretionary (2.7%)** | **Consumer Discretionary (2.7%)** |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1011778 BC ULC | 3.875% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 | &nbsp;&nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.150% | 8/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 | &nbsp;&nbsp;&nbsp; 651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.700% | 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;12145 | &nbsp;&nbsp;&nbsp; 12066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.950% | 4/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1685 | &nbsp;&nbsp;&nbsp; 1412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asbury Automotive Group Inc. | 4.500% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961 | &nbsp;&nbsp;&nbsp; 846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AutoZone Inc. | 4.000% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp; 1102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AutoZone Inc. | 1.650% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 | &nbsp;&nbsp;&nbsp; 643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bath & Body Works Inc. | 7.500% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp; 207 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Caesars Resort Collection LLC | 5.750% | 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp; 288 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Camelot Return Merger Sub Inc. | 8.750% | 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Carnival Corp. | 5.750% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Carnival Corp. | 4.000% | 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Carnival Holdings Bermuda Ltd. | 10.375% | 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cedar Fair LP | 5.500% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Churchill Downs Inc. | 5.500% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Churchill Downs Inc. | 4.750% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Clarios Global LP | 6.750% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Clarios Global LP | 8.500% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dana Inc. | 4.500% | 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;eBay Inc. | 5.900% | 11/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;eBay Inc. | 5.950% | 11/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;eBay Inc. | 6.300% | 11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ford Motor Co. | 9.625% | 4/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | 4.950% | 5/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | 4.125% | 8/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | 3.815% | 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | 2.900% | 2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | 2.900% | 2/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | 4.000% | 11/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | 3.625% | 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Co. | 4.875% | 10/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Co. | 6.125% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Co. | 5.200% | 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 3.500% | 11/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 2.900% | 2/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 4.350% | 4/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 2.750% | 6/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 6.050% | 10/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 1.250% | 1/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 1.500% | 6/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 2.400% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co. | 5.000% | 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Harley-Davidson Financial Services Inc. | 3.050% | 2/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2833 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hilton Domestic Operating Co. Inc. | 5.750% | 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.900% | 12/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.950% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.700% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.500% | 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 5.950% | 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.250% | 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.900% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.500% | 12/6/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.125% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.950% | 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1665 | &nbsp;&nbsp;&nbsp; 1609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.500% | 9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp; 1242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. | 2.967% | 3/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3155 | &nbsp;&nbsp;&nbsp; 2709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KB Home | 7.250% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp; 311 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Lithia Motors Inc. | 4.625% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp; 260 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Lithia Motors Inc. | 3.875% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp; 973 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Lithia Motors Inc. | 4.375% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp; 16 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Live Nation Entertainment Inc. | 5.625% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp; 19 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Live Nation Entertainment Inc. | 6.500% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp; 881 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Live Nation Entertainment Inc. | 3.750% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp; 13 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.100% | 5/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp; 820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 1.300% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp; 872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 1.700% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp; 1546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.450% | 4/1/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3165 | &nbsp;&nbsp;&nbsp; 2478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magna International Inc. | 2.450% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Marriott International Inc. | 4.625% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3904 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mattel Inc. | 3.375% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mattel Inc. | 5.875% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | 0.750% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6488 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Meritage Homes Corp. | 3.875% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;NCL Corp. Ltd. | 5.875% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;NCL Corp. Ltd. | 7.750% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newell Brands Inc. | 4.450% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newell Brands Inc. | 6.375% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newell Brands Inc. | 6.625% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Motor Acceptance Co. LLC | 1.050% | 3/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2811 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Motor Co. Ltd. | 3.043% | 9/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6938 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Penn Entertainment Inc. | 5.625% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd. | 11.500% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd. | 8.250% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | 3.400% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | 2.300% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Starbucks Corp. | 3.500% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Studio City Co. Ltd. | 7.000% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toll Brothers Finance Corp. | 4.350% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3943 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 4.400% | 9/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.950% | 6/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24639 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.900% | 1/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.050% | 3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.650% | 1/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Vail Resorts Inc. | 6.250% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504 |
| <sup>6,12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Financial Services NV | 1.125% | 9/18/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7776 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC | 3.125% | 5/12/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Leasing GmbH | 0.375% | 7/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1059 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Leasing GmbH | 0.500% | 1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1491 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;WMG Acquisition Corp. | 3.750% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wyndham Hotels & Resorts Inc. | 4.375% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wynn Resorts Finance LLC | 7.750% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**183724** |
| **Consumer Staples (2.0%)** | **Consumer Staples (2.0%)** | **Consumer Staples (2.0%)** | **Consumer Staples (2.0%)** | **Consumer Staples (2.0%)** | **Consumer Staples (2.0%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altria Group Inc. | 2.350% | 5/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.400% | 2/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altria Group Inc. | 5.800% | 2/14/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altria Group Inc. | 3.400% | 2/4/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altria Group Inc. | 5.375% | 1/31/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altria Group Inc. | 5.950% | 2/14/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.450% | 5/6/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp; 212 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC | 4.700% | 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3090 | &nbsp;&nbsp;&nbsp; 2913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp; 3812 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA/NV | 3.700% | 4/2/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp; 974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6230 | &nbsp;&nbsp;&nbsp; 6212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.350% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp; 884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1117 | &nbsp;&nbsp;&nbsp; 1047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 3.750% | 7/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp; 1840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3545 | &nbsp;&nbsp;&nbsp; 3121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BAT Capital Corp. | 3.215% | 9/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BAT Capital Corp. | 4.390% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp; 817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BAT Capital Corp. | 4.540% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp; 1102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BAT Capital Corp. | 3.984% | 9/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp; 641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BAT International Finance plc | 1.668% | 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp; 62 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cargill Inc. | 5.125% | 10/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1760 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CK Hutchison Europe Finance 18 Ltd. | 2.000% | 4/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Co. | 3.000% | 3/5/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 3.250% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 2.875% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 2.250% | 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diageo Capital plc | 5.500% | 1/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Diageo Finance plc | 2.750% | 6/8/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Energizer Holdings Inc. | 4.750% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Energizer Holdings Inc. | 4.375% | 3/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Mills Inc. | 2.875% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Mills Inc. | 2.250% | 10/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC | 3.625% | 3/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC | 4.000% | 3/24/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hormel Foods Corp. | 1.700% | 6/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hormel Foods Corp. | 1.800% | 6/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J M Smucker Co. | 2.125% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kellogg Co. | 4.500% | 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Kimberly-Clark de Mexico SAB de CV | 3.250% | 3/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 3.875% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 3.750% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 4.875% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kroger Co. | 2.200% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kroger Co. | 3.875% | 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2401 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mondelez International Holdings Netherlands BV | 1.250% | 9/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mondelez International Inc. | 2.750% | 4/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mondelez International Inc. | 1.500% | 2/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Nestle Holdings Inc. | 1.000% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2116 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Nestle Holdings Inc. | 4.000% | 9/24/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.625% | 7/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 4.450% | 4/14/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.450% | 10/6/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Performance Food Group Inc. | 6.875% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Performance Food Group Inc. | 4.250% | 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.125% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.000% | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.125% | 11/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.625% | 11/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 2.100% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.750% | 11/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 4.250% | 11/10/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1652 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reynolds American Inc. | 4.450% | 6/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529 | &nbsp;&nbsp;&nbsp; 518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 2.125% | 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp; 248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walmart Inc. | 3.900% | 9/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;19913 | &nbsp;&nbsp;&nbsp; 19621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walmart Inc. | 3.950% | 6/28/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3685 | &nbsp;&nbsp;&nbsp; 3383 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**135206** |
| **Energy (2.1%)** | **Energy (2.1%)** | **Energy (2.1%)** | **Energy (2.1%)** | **Energy (2.1%)** | **Energy (2.1%)** |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Antero Resources Corp. | 5.375% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp; 130 |
| <sup>6,12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BG Energy Capital plc | 5.000% | 11/4/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp; 698 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.119% | 5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 | &nbsp;&nbsp;&nbsp; 644 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.017% | 1/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.543% | 4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp; 2852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 4.234% | 11/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6933 | &nbsp;&nbsp;&nbsp; 6713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 2.721% | 1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp; 2072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 2.939% | 6/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp; 1585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.001% | 3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets plc | 3.279% | 9/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cameron LNG LLC | 3.701% | 1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1661 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 6.750% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 5.400% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | 7.000% | 6/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheniere Energy Inc. | 4.625% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | 4.000% | 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | 3.250% | 1/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chevron USA Inc. | 3.250% | 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Civitas Resources Inc. | 5.000% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Colgate Energy Partners III LLC | 7.750% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Colgate Energy Partners III LLC | 5.875% | 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 6.950% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 4.300% | 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 3.800% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3968 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Continental Resources Inc. | 2.268% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Continental Resources Inc. | 4.375% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coterra Energy Inc. | 3.900% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coterra Energy Inc. | 4.375% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2293 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CrownRock LP | 5.625% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CrownRock LP | 5.000% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | 5.625% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | 5.125% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Devon Energy Corp. | 5.875% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Devon Energy Corp. | 4.500% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Devon Energy Corp. | 5.600% | 7/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 3.125% | 3/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 4.250% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2226 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DT Midstream Inc. | 4.125% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DT Midstream Inc. | 4.375% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | 3.600% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enbridge Energy Partners LP | 5.500% | 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enbridge Inc. | 2.500% | 2/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enbridge Inc. | 3.125% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Endeavor Energy Resources LP | 5.750% | 1/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 3.900% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 3.750% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.750% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.050% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.500% | 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp; 1383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.300% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp; 1545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.150% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp; 1262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.250% | 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp; 374 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;EnLink Midstream LLC | 5.625% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EnLink Midstream LLC | 5.375% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp; 241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 5.950% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp; 379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.850% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp; 2108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 5.100% | 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp; 1807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.900% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp; 754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.700% | 1/31/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp; 727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EOG Resources Inc. | 3.900% | 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp; 178 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;EQM Midstream Partners LP | 7.500% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp; 147 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;EQM Midstream Partners LP | 6.500% | 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EQM Midstream Partners LP | 5.500% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;EQM Midstream Partners LP | 7.500% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EQT Corp. | 5.678% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2945 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;EQT Corp. | 3.125% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EQT Corp. | 3.900% | 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EQT Corp. | 5.000% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;EQT Corp. | 3.625% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 4.227% | 3/19/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 4.114% | 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 3.452% | 4/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd. | 2.625% | 3/31/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10739 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Gazprom PJSC Via Gaz Capital SA | 3.125% | 11/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Gazprom PJSC Via Gaz Capital SA | 2.949% | 1/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1349 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Gazprom PJSC Via Gaz Capital SA | 2.250% | 11/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helmerich & Payne Inc. | 2.900% | 9/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hess Corp. | 7.300% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hess Midstream Operations LP | 5.500% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hilcorp Energy I LP | 5.750% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hilcorp Energy I LP | 6.000% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;KazTransGas JSC | 4.375% | 9/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1133 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;MEG Energy Corp. | 5.875% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MPLX LP | 1.750% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MPLX LP | 4.500% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MPLX LP | 4.950% | 3/14/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NuStar Logistics LP | 5.750% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NuStar Logistics LP | 6.375% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | 5.550% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | 8.500% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | 6.375% | 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | 6.625% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | 6.125% | 1/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | 7.500% | 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | 6.450% | 9/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | 6.600% | 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ONEOK Inc. | 4.000% | 7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ONEOK Inc. | 3.400% | 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ONEOK Inc. | 4.950% | 7/13/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ONEOK Inc. | 5.200% | 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ONEOK Partners LP | 6.125% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Phillips 66 | 4.650% | 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Phillips 66 Co. | 3.605% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Phillips 66 Co. | 3.150% | 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2241 |

---

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co. | 1.900% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp; 1569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 3.550% | 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp; 869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 4.900% | 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp; 320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp; 571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1669 | &nbsp;&nbsp;&nbsp; 1689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2964 | &nbsp;&nbsp;&nbsp; 2787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp; 1858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 2.375% | 11/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp; 852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 2.750% | 4/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4390 | &nbsp;&nbsp;&nbsp; 3858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 4.550% | 8/12/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp; 452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 4.375% | 5/11/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp; 438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.750% | 9/12/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp; 436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.125% | 11/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp; 919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 6.500% | 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp; 879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 3.750% | 3/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Tap Rock Resources LLC | 7.000% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Targa Resources Partners LP | 6.500% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Targa Resources Partners LP | 5.000% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Targa Resources Partners LP | 6.875% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Targa Resources Partners LP | 4.875% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valero Energy Corp. | 4.350% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valero Energy Corp. | 3.650% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Venture Global Calcasieu Pass LLC | 3.875% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Midstream Operating LP | 4.500% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Midstream Operating LP | 4.750% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Midstream Operating LP | 4.300% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 4.650% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 6.300% | 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 5.100% | 9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**148076** |
| **Financials (9.0%)** | **Financials (9.0%)** | **Financials (9.0%)** | **Financials (9.0%)** | **Financials (9.0%)** | **Financials (9.0%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 4.500% | 9/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 1.150% | 10/29/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 1.650% | 10/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 2.450% | 10/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.300% | 1/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.850% | 10/29/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aflac Inc. | 4.750% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Air Lease Corp. | 2.875% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1481 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.750% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ally Financial Inc. | 1.450% | 10/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Express Co. | 3.950% | 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Express Co. | 2.550% | 3/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Express Co. | 5.850% | 11/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Express Co. | 4.420% | 8/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American International Group Inc. | 2.500% | 6/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American International Group Inc. | 4.800% | 7/10/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American International Group Inc. | 4.375% | 6/30/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | 3.700% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | 3.000% | 4/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aon Corp. | 2.800% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aon Global Ltd. | 4.600% | 6/14/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aon Global Ltd. | 4.750% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Athene Global Funding | 0.950% | 1/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp; 1904 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Athene Global Funding | 1.125% | 9/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6693 | &nbsp;&nbsp;&nbsp; 6498 |
| <sup>9,13</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd., 3M Australian Bank Bill Rate + 2.000% | 5.029% | 7/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp; 5459 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Avolon Holdings Funding Ltd. | 4.250% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540 | &nbsp;&nbsp;&nbsp; 1397 |
| <sup>6,12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AXA SA | 5.625% | 1/16/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896 | &nbsp;&nbsp;&nbsp; 1008 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AXA SA | 3.875% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2387 | &nbsp;&nbsp;&nbsp; 2465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander SA | 5.147% | 8/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp; 9903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander SA | 3.490% | 5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp; 169 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.864% | 7/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2610 | &nbsp;&nbsp;&nbsp; 2587 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 0.810% | 10/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp; 4792 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.000% | 1/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp; 979 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 0.981% | 9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp; 3690 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.093% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 | &nbsp;&nbsp;&nbsp; 459 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.366% | 1/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4099 | &nbsp;&nbsp;&nbsp; 3910 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.015% | 2/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.319% | 6/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1581 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.559% | 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.824% | 1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.705% | 4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.948% | 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.419% | 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.970% | 3/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1509 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.087% | 6/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4206 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.271% | 7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.194% | 7/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.898% | 7/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 0.654% | 10/26/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.299% | 7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.571% | 4/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2291 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.676% | 6/19/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.311% | 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.875% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.946% | 1/23/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.083% | 3/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.831% | 10/24/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 4.414% | 7/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 5.802% | 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 4.596% | 7/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 5.834% | 10/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 3.450% | 4/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6042 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | 0.750% | 6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays plc | 4.375% | 9/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays plc | 1.007% | 12/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays plc | 5.304% | 8/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays plc | 7.325% | 11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays plc | 7.385% | 11/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barclays plc | 7.437% | 11/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 2.875% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 2.500% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 3.850% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4665 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 2.625% | 6/19/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc. | 1.625% | 3/16/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 5.268% | 5/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3065 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 2.450% | 3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2271 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 1.550% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1319 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 1.375% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp; 3107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 4.350% | 11/3/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp;&nbsp; 1484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 0.981% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp; 3393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.140% | 5/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3335 | &nbsp;&nbsp;&nbsp; 3284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.014% | 1/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp; 6297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.200% | 10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1524 | &nbsp;&nbsp;&nbsp; 1413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.450% | 9/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1907 | &nbsp;&nbsp;&nbsp; 1822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.658% | 5/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2615 | &nbsp;&nbsp;&nbsp; 2528 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.668% | 7/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1198 | &nbsp;&nbsp;&nbsp; 1100 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.520% | 10/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp; 182 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.412% | 3/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp; 228 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.572% | 6/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp; 526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.561% | 5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp; 2369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.785% | 3/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp; 4288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 6.270% | 11/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11444 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.878% | 1/24/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.650% | 7/30/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.650% | 7/23/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cloverie plc for Zurich Insurance Co. Ltd. | 1.750% | 9/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CME Group Inc. | 2.650% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2935 |
| <sup>6,9,13</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia, 3M Australian Bank Bill Rate + 1.800% | 4.942% | 9/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4593 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 3.500% | 4/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1725 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 3.650% | 4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1807 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 3.850% | 4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3662 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 3.900% | 4/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2111 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 4.350% | 4/5/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1848 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 4.400% | 4/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Credit Suisse AG | 4.750% | 8/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Credit Suisse Group AG | 3.750% | 3/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Credit Suisse Group AG | 4.550% | 4/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1966 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Credit Suisse Group AG | 2.125% | 10/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1831 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank AG | 2.222% | 9/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1304 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank AG | 3.547% | 9/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4817 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Discover Bank | 4.250% | 3/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2582 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DNB Bank ASA | 1.625% | 5/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enstar Group Ltd. | 4.950% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | 5.000% | 4/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Everest Reinsurance Holdings Inc. | 3.500% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FS KKR Capital Corp. | 3.400% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GATX Corp. | 3.500% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.500% | 1/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.272% | 9/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.750% | 2/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.093% | 12/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1262 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.640% | 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3141 |
| <sup>6,12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 7.250% | 4/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1686 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.691% | 6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.223% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.600% | 2/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.992% | 1/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.615% | 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.650% | 10/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2644 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 6.875% | 1/18/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.411% | 4/23/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.210% | 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.750% | 10/21/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 0.976% | 5/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2683 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.300% | 3/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.999% | 3/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp; 6532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.900% | 5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 | &nbsp;&nbsp;&nbsp; 245 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.099% | 6/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3967 | &nbsp;&nbsp;&nbsp; 3616 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.292% | 9/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 1.589% | 5/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2910 | &nbsp;&nbsp;&nbsp; 2508 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.041% | 3/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652 | &nbsp;&nbsp;&nbsp; 601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 7.390% | 11/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp; 5772 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.583% | 6/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 | &nbsp;&nbsp;&nbsp; 320 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.973% | 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp; 217 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.357% | 8/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp; 766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.804% | 5/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9360 | &nbsp;&nbsp;&nbsp; 7225 |
| <sup>6,12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings plc | 6.000% | 3/29/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp; 993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ING Groep NV | 3.950% | 3/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 | &nbsp;&nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ING Groep NV | 4.050% | 4/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 4.950% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 5.200% | 6/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Finance plc | 4.000% | 1/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Invesco Finance plc | 5.375% | 11/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JAB Holdings BV | 1.000% | 12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1652 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JAB Holdings BV | 2.250% | 12/19/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.023% | 12/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7117 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.220% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.900% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.005% | 3/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.080% | 4/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.200% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.947% | 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.323% | 4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.851% | 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3290 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.509% | 1/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.005% | 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.452% | 12/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.739% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.963% | 1/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.586% | 4/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.912% | 7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 5.717% | 9/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4884 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.882% | 7/24/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 5.600% | 7/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.525% | 11/19/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1719 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.964% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.109% | 4/22/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.328% | 4/22/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;KeyBank NA | 3.300% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;KeyBank NA | 4.150% | 8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lazard Group LLC | 4.500% | 9/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 3.870% | 7/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.716% | 8/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.375% | 3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 |
| <sup>6,9,13</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group plc, 3M Australian Bank Bill Rate + 1.400% | 4.518% | 3/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 5.750% | 11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 2.900% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 6.250% | 11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2233 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mastercard Inc. | 1.000% | 2/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mastercard Inc. | 2.950% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1422 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MetLife Inc. | 4.125% | 8/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp; 848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MetLife Inc. | 4.875% | 11/13/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp; 2045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MetLife Inc. | 5.000% | 7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5675 | &nbsp;&nbsp;&nbsp; 5446 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Midcap Financial Issuer Trust | 5.625% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 | &nbsp;&nbsp;&nbsp; 281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.777% | 3/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636 | &nbsp;&nbsp;&nbsp; 619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 1.412% | 7/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp; 908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp; 232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.309% | 7/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4680 | &nbsp;&nbsp;&nbsp; 3609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp; 417 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 2.555% | 9/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp; 234 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 3.153% | 7/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp; 171 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 2.720% | 7/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7830 | &nbsp;&nbsp;&nbsp; 7491 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 4.000% | 7/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp; 238 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 3.875% | 1/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 | &nbsp;&nbsp;&nbsp; 685 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 2.188% | 4/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 4.679% | 7/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 3.625% | 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 1.593% | 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 2.475% | 1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3109 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 3.591% | 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 0.495% | 10/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 2.699% | 1/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 3.622% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 2.950% | 5/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 4.889% | 7/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 6.342% | 10/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5231 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 5.148% | 1/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1106 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 3.971% | 7/22/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 4.457% | 4/22/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 3.217% | 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 4.300% | 1/27/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley | 2.802% | 1/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 |
| <sup>6,9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley, SOFR + 0.466% | 4.766% | 11/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nasdaq Inc. | 2.500% | 12/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nasdaq Inc. | 3.950% | 3/7/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;NatWest Group plc | 4.269% | 3/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;NatWest Group plc | 3.073% | 5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;NatWest Group plc | 4.892% | 5/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3205 |
| <sup>6,12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;NIBC Bank NV | 3.125% | 11/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 2.710% | 1/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern Trust Corp. | 4.000% | 5/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OneMain Finance Corp. | 3.500% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;PNC Bank NA | 3.100% | 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;PNC Bank NA | 3.250% | 1/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;PNC Bank NA | 2.700% | 10/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 3.450% | 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Progressive Corp. | 2.500% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1651 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Protective Life Corp. | 4.300% | 9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 3.935% | 12/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1986 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 4.350% | 2/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 3.700% | 3/13/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1262 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Rothesay Life plc | 8.000% | 10/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1484 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada | 3.970% | 7/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada | 6.000% | 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | 3.500% | 6/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | 6.833% | 11/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | 1.673% | 6/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3816 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Scottish Widows Ltd. | 5.500% | 6/16/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3915 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Street Corp. | 3.550% | 8/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282 | &nbsp;&nbsp;&nbsp; 274 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;State Street Corp. | 2.354% | 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp; 233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Street Corp. | 3.152% | 3/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.348% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp; 280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 | &nbsp;&nbsp;&nbsp; 391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 | &nbsp;&nbsp;&nbsp; 510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 1.710% | 1/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4864 | &nbsp;&nbsp;&nbsp; 3658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SVB Financial Group | 2.100% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp; 3143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 3.766% | 6/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp; 3882 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Truist Bank | 1.500% | 3/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp; 186 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Truist Bank | 3.625% | 9/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp; 240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;US Bancorp | 5.727% | 10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6105 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;US Bancorp | 3.900% | 4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;US Bancorp | 4.548% | 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7739 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;US Bancorp | 3.000% | 7/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;US Bancorp | 4.967% | 7/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;US Bancorp | 5.850% | 10/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3116 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Utmost Group plc | 4.000% | 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.000% | 2/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.164% | 2/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.000% | 4/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.188% | 4/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.000% | 10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.196% | 6/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.584% | 5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.808% | 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3285 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.879% | 10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1983 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.350% | 3/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4591 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.897% | 7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1184 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.625% | 11/2/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.068% | 4/30/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 5.375% | 11/2/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2373 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.650% | 11/4/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.400% | 6/14/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 5.013% | 4/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.611% | 4/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 |
| <sup>6,12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | 5.250% | 8/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 1.953% | 11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4258 |
| <sup>6,13</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 4.334% | 8/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1276 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 2.894% | 2/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 2.963% | 11/16/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willis North America Inc. | 2.950% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willis North America Inc. | 3.875% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484 |
| <sup>6,12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Zurich Finance Ireland Designated Activity Co. | 5.125% | 11/23/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**619059** |
| **Health Care (2.6%)** | **Health Care (2.6%)** | **Health Care (2.6%)** | **Health Care (2.6%)** | **Health Care (2.6%)** | **Health Care (2.6%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abbott Laboratories | 4.900% | 11/30/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AbbVie Inc. | 3.200% | 11/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.050% | 11/21/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.875% | 11/14/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.250% | 11/21/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AdventHealth Obligated Group | 2.795% | 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3632 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Allina Health System | 3.887% | 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AmerisourceBergen Corp. | 4.300% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 2.200% | 2/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2609 | &nbsp;&nbsp;&nbsp; 2345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 3.150% | 2/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp; 1662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 3.375% | 2/21/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp; 525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 4.663% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2160 | &nbsp;&nbsp;&nbsp; 1869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amgen Inc. | 4.400% | 2/22/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3330 | &nbsp;&nbsp;&nbsp; 2671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca Finance LLC | 1.200% | 5/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp; 891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca Finance LLC | 1.750% | 5/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp; 1546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca plc | 4.000% | 9/18/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3990 | &nbsp;&nbsp;&nbsp; 3450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baxter International Inc. | 3.132% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp; 1306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 4.669% | 6/6/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp; 265 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Beth Israel Lahey Health Inc. | 3.080% | 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3635 | &nbsp;&nbsp;&nbsp; 2235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boston Scientific Corp. | 1.900% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp; 934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boston Scientific Corp. | 4.550% | 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392 | &nbsp;&nbsp;&nbsp; 352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1116 | &nbsp;&nbsp;&nbsp; 1036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 2.950% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Centene Corp. | 2.450% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Centene Corp. | 3.000% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Centene Corp. | 2.625% | 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Children's Hospital of Philadelphia | 2.704% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1830 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CHRISTUS Health | 4.341% | 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cigna Corp. | 3.750% | 7/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cigna Corp. | 1.250% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cigna Corp. | 2.375% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cigna Corp. | 4.800% | 8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cigna Corp. | 3.400% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;City of Hope | 4.378% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CommonSpirit Health | 2.760% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CVS Health Corp. | 2.625% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CVS Health Corp. | 3.625% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CVS Health Corp. | 3.250% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CVS Health Corp. | 4.780% | 3/25/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CVS Health Corp. | 2.700% | 8/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DaVita Inc. | 3.750% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | 2.600% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | 3.400% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elevance Health Inc. | 3.650% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elevance Health Inc. | 3.125% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elevance Health Inc. | 6.100% | 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 3.375% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 2.500% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Encompass Health Corp. | 4.500% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | 5.600% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5408 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | 5.650% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3754 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | 5.857% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2270 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | 5.905% | 11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2729 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | 6.377% | 11/22/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 3.500% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 3.650% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 4.150% | 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HCA Inc. | 5.250% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.450% | 9/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | 3.150% | 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3310 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Medline Borrower LP | 3.875% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medtronic Inc. | 4.625% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp; 465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 1.900% | 12/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 3.400% | 3/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1421 | &nbsp;&nbsp;&nbsp; 1323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.150% | 12/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp; 4086 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 4.000% | 3/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp; 793 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp; 893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mylan Inc. | 4.550% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 2.750% | 8/14/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp; 591 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Organon & Co. | 4.125% | 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp; 398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Inc. | 3.450% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 | &nbsp;&nbsp;&nbsp; 360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Inc. | 2.625% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1610 | &nbsp;&nbsp;&nbsp; 1412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Inc. | 1.700% | 5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Inc. | 1.750% | 8/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Inc. | 2.550% | 5/28/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1546 | &nbsp;&nbsp;&nbsp; 1124 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Roche Holdings Inc. | 2.076% | 12/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 2.000% | 7/9/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | 4.625% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | 4.875% | 1/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | 6.250% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | 6.125% | 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | 4.250% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 3.200% | 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 1.750% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 2.000% | 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 4.950% | 11/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 2.800% | 10/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.250% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.850% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.300% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.350% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 2.750% | 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.375% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.250% | 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 6.050% | 2/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Utah Acquisition Sub Inc. | 3.950% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Viatris Inc. | 2.300% | 6/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zoetis Inc. | 5.400% | 11/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zoetis Inc. | 5.600% | 11/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zoetis Inc. | 4.700% | 2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zoetis Inc. | 3.950% | 9/12/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**178075** |
| **Industrials (2.9%)** | **Industrials (2.9%)** | **Industrials (2.9%)** | **Industrials (2.9%)** | **Industrials (2.9%)** | **Industrials (2.9%)** |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3M Co. | 2.250% | 9/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;3M Co. | 3.250% | 8/26/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Drainage Systems Inc. | 6.375% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Air Canada | 3.875% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Allison Transmission Inc. | 4.750% | 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;American Airlines Inc. | 11.750% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;American Airlines Inc. | 5.500% | 4/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;American Airlines Inc. | 5.750% | 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;American Builders & Contractors Supply Co. Inc. | 3.875% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 |
| <sup>6,13</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Aurizon Finance Pty Ltd. | 3.000% | 3/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2184 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>6,13</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Aurizon Network Pty Ltd. | 4.000% | 6/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp; 1675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 2.800% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp; 237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 4.875% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1779 | &nbsp;&nbsp;&nbsp; 1765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 2.750% | 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2330 | &nbsp;&nbsp;&nbsp; 2164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 2.250% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp; 713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 2.700% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp; 1282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 3.250% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp; 2192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 3.200% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1780 | &nbsp;&nbsp;&nbsp; 1566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 5.150% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829 | &nbsp;&nbsp;&nbsp; 809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 3.550% | 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp; 1841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 5.705% | 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp; 1571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boeing Co. | 5.805% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1546 | &nbsp;&nbsp;&nbsp; 1438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp; 7117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp; 947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.550% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 3.850% | 8/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 4.400% | 8/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 2.450% | 12/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 4.800% | 8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3221 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Cargo Aircraft Management Inc. | 4.750% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carrier Global Corp. | 3.377% | 4/5/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3769 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Chart Industries Inc. | 7.500% | 1/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Chart Industries Inc. | 9.500% | 1/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Clean Harbors Inc. | 4.875% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSX Corp. | 4.250% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSX Corp. | 4.750% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSX Corp. | 3.800% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSX Corp. | 4.250% | 11/1/66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Daimler Trucks Finance North America LLC | 1.125% | 12/14/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6056 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Delta Air Lines Inc. | 4.750% | 10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delta Air Lines Inc. | 3.750% | 10/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emerson Electric Co. | 1.800% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emerson Electric Co. | 2.200% | 12/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1471 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | 7.000% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FedEx Corp. | 3.875% | 8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1753 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Gates Global LLC | 6.250% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Dynamics Corp. | 4.250% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1570 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 1.500% | 10/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2184 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | 1.125% | 10/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International Inc. | 1.950% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International Inc. | 5.000% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7330 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International Inc. | 4.125% | 11/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International Inc. | 5.700% | 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5280 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 4.850% | 10/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6337 |
| <sup>14</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Kazakhstan Temir Zholy National Co. JSC | 3.250% | 12/5/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2080 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 4.400% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 5.054% | 4/27/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 5.250% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.700% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.300% | 6/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2137 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mileage Plus Holdings LLC | 6.500% | 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10227 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Motability Operations Group plc | 0.375% | 1/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2142 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Mueller Water Products Inc. | 4.000% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.050% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.550% | 6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1791 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 3.200% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4230 | &nbsp;&nbsp;&nbsp; 3972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 4.030% | 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6360 | &nbsp;&nbsp;&nbsp; 5271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 5.250% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp; 1325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | 2.850% | 4/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7863 | &nbsp;&nbsp;&nbsp; 7539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 3.650% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6740 | &nbsp;&nbsp;&nbsp; 6594 |
| <sup>6,13</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Qantas Airways Ltd. | 3.150% | 9/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp; 5702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 6.050% | 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2879 | &nbsp;&nbsp;&nbsp; 3044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.625% | 11/16/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp; 2625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic Services Inc. | 1.750% | 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 | &nbsp;&nbsp;&nbsp; 664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | 2.800% | 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp; 1619 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Rolls-Royce plc | 5.750% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp; 789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southwest Airlines Co. | 5.250% | 5/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938 | &nbsp;&nbsp;&nbsp; 941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southwest Airlines Co. | 2.625% | 2/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp; 1862 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Spirit AeroSystems Inc. | 7.500% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Spirit AeroSystems Inc. | 4.600% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Spirit AeroSystems Inc. | 9.375% | 11/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Teledyne Technologies Inc. | 2.750% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6554 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;TopBuild Corp. | 3.625% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;TopBuild Corp. | 4.125% | 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;TransDigm Inc. | 8.000% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;TransDigm Inc. | 6.250% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TransDigm Inc. | 5.500% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TransDigm Inc. | 4.875% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triton Container International Ltd. | 3.250% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | 3.125% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | 2.500% | 2/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.250% | 2/5/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.839% | 3/20/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.850% | 2/14/72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2308 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Airlines Inc. | 4.375% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Airlines Inc. | 4.625% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class A Series 2020-1 | 5.875% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 6.200% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 5.300% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**201364** |
| **Materials (0.9%)** | **Materials (0.9%)** | **Materials (0.9%)** | **Materials (0.9%)** | **Materials (0.9%)** | **Materials (0.9%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc. | 2.700% | 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albemarle Corp. | 4.650% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albemarle Corp. | 5.050% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1819 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Arconic Corp. | 6.000% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Arconic Corp. | 6.125% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ardagh Packaging Finance plc | 5.250% | 4/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;ASP Unifrax Holdings Inc. | 5.250% | 9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Avient Corp. | 7.125% | 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ball Corp. | 6.875% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ball Corp. | 2.875% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ball Corp. | 3.125% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Berry Global Inc. | 4.875% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Big River Steel LLC | 6.625% | 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Canpack SA | 3.875% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | 5.900% | 7/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | 6.165% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1417 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Chemours Co. | 4.625% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dow Chemical Co. | 2.100% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dow Chemical Co. | 4.375% | 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dow Chemical Co. | 3.600% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | 5.319% | 11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Element Solutions Inc. | 3.875% | 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328 | &nbsp;&nbsp;&nbsp; 280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FMC Corp. | 4.500% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp; 107 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Freeport Indonesia PT | 6.200% | 4/14/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp; 5325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 4.125% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp; 1193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 4.375% | 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp; 586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 5.250% | 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp; 752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 4.250% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 4.625% | 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp; 617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 5.450% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp; 135 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | 2.100% | 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp; 186 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Graham Packaging Co. Inc. | 7.125% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp; 309 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Hudbay Minerals Inc. | 4.500% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp; 721 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;INEOS Quattro Finance 2 plc | 3.375% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp; 145 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ingevity Corp. | 3.875% | 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Paper Co. | 4.800% | 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Inversiones CMPC SA | 4.750% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1973 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Kaiser Aluminum Corp. | 4.500% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Linde Inc. | 2.000% | 8/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 3.375% | 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mosaic Co. | 4.875% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newmont Corp. | 2.800% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newmont Corp. | 2.250% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2042 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Novelis Corp. | 4.750% | 1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Novelis Corp. | 3.875% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nucor Corp. | 3.125% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nucor Corp. | 4.400% | 5/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nucor Corp. | 3.850% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nutrien Ltd. | 5.900% | 11/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nutrien Ltd. | 5.950% | 11/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nutrien Ltd. | 4.200% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nutrien Ltd. | 2.950% | 5/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nutrien Ltd. | 4.125% | 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Olympus Water US Holding Corp. | 4.250% | 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Packaging Corp. of America | 3.400% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Packaging Corp. of America | 4.050% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RPM International Inc. | 4.550% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 4.500% | 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 3.300% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SPCM SA | 3.125% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SPCM SA | 3.375% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | 2.400% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | 3.450% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westlake Corp. | 3.125% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WRKCo Inc. | 3.900% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**59957** |
| **Real Estate (0.8%)** | **Real Estate (0.8%)** | **Real Estate (0.8%)** | **Real Estate (0.8%)** | **Real Estate (0.8%)** | **Real Estate (0.8%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agree LP | 2.000% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agree LP | 2.600% | 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 3.000% | 5/18/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2042 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Aroundtown SA | 0.000% | 7/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Aroundtown SA | 2.875% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;ATF Netherlands BV | 3.750% | Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Blackstone Property Partners Europe Holdings Sarl | 2.000% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1014 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Blackstone Property Partners Europe Holdings Sarl | 1.000% | 10/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1735 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camden Property Trust | 3.350% | 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480 | &nbsp;&nbsp;&nbsp; 1726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corporate Office Properties LP | 2.250% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp; 1767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corporate Office Properties LP | 2.750% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2870 | &nbsp;&nbsp;&nbsp; 2148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crown Castle Inc. | 4.450% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crown Castle Inc. | 3.800% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093 | &nbsp;&nbsp;&nbsp; 1016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crown Castle Inc. | 4.750% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp; 595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crown Castle Inc. | 5.200% | 2/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp; 180 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Digital Euro Finco LLC | 2.625% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6093 | &nbsp;&nbsp;&nbsp; 6322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Digital Realty Trust LP | 3.600% | 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ERP Operating LP | 4.500% | 7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3385 | &nbsp;&nbsp;&nbsp; 2877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Essex Portfolio LP | 4.500% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp; 745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Federal Realty Investment Trust | 3.950% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4825 | &nbsp;&nbsp;&nbsp; 4762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Healthcare Realty Holdings LP | 3.875% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp; 739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 4.250% | 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2180 | &nbsp;&nbsp;&nbsp; 1655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 3.700% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1136 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ladder Capital Finance Holdings LLLP | 4.750% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mid-America Apartments LP | 2.750% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MPT Operating Partnership LP | 3.500% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | 3.375% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1420 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Prologis Euro Finance LLC | 1.000% | 2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1237 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Prologis International Funding II SA | 1.625% | 6/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prologis LP | 1.750% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prologis LP | 4.625% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SBA Communications Corp. | 3.125% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.750% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simon Property Group LP | 2.000% | 9/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.500% | 9/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.250% | 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simon Property Group LP | 1.750% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simon Property Group LP | 2.650% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.800% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UDR Inc. | 2.950% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Uniti Group LP | 7.875% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;VICI Properties LP | 5.625% | 5/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;VICI Properties LP | 4.625% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Vonovia SE | 0.000% | 12/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1965 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Vonovia SE | 1.500% | 6/14/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Welltower Inc. | 4.250% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Westfield America Management Ltd. | 2.125% | 3/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | 4.000% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | 4.000% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | 3.375% | 3/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2379 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**59258** |
| **Technology (1.7%)** | **Technology (1.7%)** | **Technology (1.7%)** | **Technology (1.7%)** | **Technology (1.7%)** | **Technology (1.7%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 2.375% | 2/8/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 3.850% | 5/4/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 3.850% | 8/4/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 2.950% | 9/11/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 2.650% | 5/11/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 2.700% | 8/5/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apple Inc. | 4.100% | 8/8/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Broadcom Inc. | 5.000% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.137% | 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.500% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CommScope Inc. | 7.125% | 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Condor Merger Sub Inc. | 7.375% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dell International LLC | 6.100% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1531 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dell International LLC | 6.200% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2051 | &nbsp;&nbsp;&nbsp; 2088 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Entegris Escrow Corp. | 4.750% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4380 | &nbsp;&nbsp;&nbsp; 4006 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Entegris Escrow Corp. | 5.950% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp; 798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Payments Inc. | 1.500% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp; 2382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HP Inc. | 4.000% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5030 | &nbsp;&nbsp;&nbsp; 4605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 3.150% | 5/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp; 41 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 2.450% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 4.150% | 8/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp; 1019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 4.750% | 3/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1345 | &nbsp;&nbsp;&nbsp; 1173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 3.050% | 8/12/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp; 1560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intel Corp. | 4.900% | 8/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp;&nbsp; 5144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KLA Corp. | 5.000% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2820 | &nbsp;&nbsp;&nbsp; 2638 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;MSCI Inc. | 3.625% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NVIDIA Corp. | 3.500% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp;&nbsp; 1385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NVIDIA Corp. | 3.700% | 4/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NXP BV | 3.250% | 5/11/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 2.400% | 9/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 3.400% | 7/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 2.950% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 2.950% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 5.800% | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 2.650% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 2.300% | 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 2.950% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 2.875% | 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 3.850% | 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 3.600% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 3.650% | 3/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 3.950% | 3/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp. | 6.900% | 11/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 3.900% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RELX Capital Inc. | 3.000% | 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;S&P Global Inc. | 2.700% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5684 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;S&P Global Inc. | 2.900% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2107 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Sabre GLBL Inc. | 7.375% | 9/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Salesforce Inc. | 2.700% | 7/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skyworks Solutions Inc. | 1.800% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skyworks Solutions Inc. | 3.000% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3219 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SS&C Technologies Inc. | 5.500% | 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 4.600% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | 5.500% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VMware Inc. | 1.800% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VMware Inc. | 4.700% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Workday Inc. | 3.700% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2899 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**116416** |
| **Utilities (2.8%)** | **Utilities (2.8%)** | **Utilities (2.8%)** | **Utilities (2.8%)** | **Utilities (2.8%)** | **Utilities (2.8%)** |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 3.650% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2147 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 2.750% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Alabama Power Co. | 1.450% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ameren Corp. | 3.500% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 1.550% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 5.900% | 12/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 2.031% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 5.950% | 11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6687 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Appalachian Power Co. | 2.700% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1645 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Appalachian Power Co. | 4.500% | 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10266 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Appalachian Power Co. | 4.500% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 2.850% | 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2104 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Calpine Corp. | 5.125% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp; 354 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 2.350% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp; 968 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 3.000% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1944 | &nbsp;&nbsp;&nbsp; 1681 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 4.450% | 10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp; 4255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | 4.250% | 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319 | &nbsp;&nbsp;&nbsp; 300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | 2.650% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2730 | &nbsp;&nbsp;&nbsp; 2250 |
| <sup>6,12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Centrica plc | 4.375% | 3/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp; 1553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CMS Energy Corp. | 4.875% | 3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp; 1033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.800% | 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp; 559 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.750% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp; 383 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | 4.150% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | 4.000% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 | &nbsp;&nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | 6.250% | 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530 | &nbsp;&nbsp;&nbsp; 2588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.600% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp; 819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.950% | 7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consumers Energy Co. | 4.200% | 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1521 |
| <sup>6,13</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DBNGP Finance Co. Pty Ltd. | 4.225% | 5/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3678 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 3.375% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 5.375% | 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.050% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;DTE Electric Co. | 1.900% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DTE Electric Co. | 4.300% | 7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DTE Energy Co. | 2.950% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 2.450% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 2.450% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 2.550% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 5.300% | 2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 4.250% | 12/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1322 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.100% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.300% | 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.500% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Corp. | 5.000% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 3.800% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 1.750% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 3.400% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 4.100% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 2.500% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 4.000% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Engie SA | 2.000% | 9/28/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | 3.500% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | 2.650% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1221 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entergy Corp. | 2.800% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 5.590% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 1.600% | 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 4.200% | 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | 3.250% | 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eversource Energy | 4.200% | 6/27/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8826 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Eversource Energy | 1.400% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exelon Corp. | 4.050% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Exelon Corp. | 3.350% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exelon Corp. | 5.625% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exelon Corp. | 5.100% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exelon Corp. | 4.450% | 4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Exelon Corp. | 4.100% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1126 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FirstEnergy Corp. | 2.650% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3190 | &nbsp;&nbsp;&nbsp; 2612 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;FirstEnergy Corp. | 2.250% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp; 1135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 3.800% | 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp; 855 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;ITC Holdings Corp. | 4.950% | 9/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp; 1235 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;National Grid plc | 2.179% | 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp; 2015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 | &nbsp;&nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 5.000% | 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp; 3149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern States Power Co. | 6.250% | 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp; 538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NRG Energy Inc. | 6.625% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 0.550% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp; 2674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp; 822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.150% | 1/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp; 1860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.000% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp; 867 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 2.500% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp; 2332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.500% | 7/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.500% | 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PacifiCorp | 5.250% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PacifiCorp | 6.250% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PacifiCorp | 4.125% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PacifiCorp | 4.150% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PacifiCorp | 5.350% | 12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PECO Energy Co. | 4.150% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PECO Energy Co. | 3.700% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1010 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 6.250% | 9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 3.800% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 4.050% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.200% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.950% | 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.600% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | 5.850% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10713 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Rayburn Country Securitization LLC | 2.307% | 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2443 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sempra Energy | 3.700% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3650 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.200% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.500% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.000% | 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.450% | 2/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Co. | 4.475% | 8/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Co. | 5.150% | 10/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3490 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southern Co. | 3.700% | 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Co. | 4.400% | 7/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | 4.100% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 3.300% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tampa Electric Co. | 3.875% | 7/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Electric Co. | 3.900% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Electric Co. | 4.000% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Electric Co. | 3.900% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1218 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.150% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 2.300% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.000% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.800% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.625% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2376 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | 5.500% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | 5.625% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | 5.000% | 9/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5008 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Public Service Corp. | 5.350% | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp; 2527 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**195017** |
| **Total Corporate Bonds (Cost $2,294,093)** | **Total Corporate Bonds (Cost $2,294,093)** | **Total Corporate Bonds (Cost $2,294,093)** | **Total Corporate Bonds (Cost $2,294,093)** | **Total Corporate Bonds (Cost $2,294,093)** | **2040730** |
| **Floating Rate Loan Interests (0.1%)** | **Floating Rate Loan Interests (0.1%)** | **Floating Rate Loan Interests (0.1%)** | **Floating Rate Loan Interests (0.1%)** | **Floating Rate Loan Interests (0.1%)** | **Floating Rate Loan Interests (0.1%)** |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;AAdvantage Loyalty IP Ltd. Initial Term Loan, 3M USD LIBOR + 4.750% | 8.993% | 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp; 154 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Central Parent Inc. First Lien Initial Term Loan, TSFR3M + 4.500% | 9.080% | 7/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp; 148 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Directv Financing LLC Term Loan, 1M USD LIBOR + 5.000% | 9.384% | 8/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428 | &nbsp;&nbsp;&nbsp; 415 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;First Student Bidco Inc. Incremental Term Loan B, TSFR3M + 4.000% | 8.680% | 7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp; 396 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;First Student Bidco Inc. Incremental Term Loan C, TSFR3M + 4.000% | 7.653% | 7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp; 27 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;McAfee Corp. Tranche B-1 Term Loan, TSFR1M + 3.750% | 7.974% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp; 166 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Medline Borrower LP Initial Dollar Term Loan, 1M USD LIBOR + 3.250% | 7.634% | 10/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 | &nbsp;&nbsp;&nbsp; 193 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SBA Senior Finance II LLC Initial Term Loan, 1M USD LIBOR + 1.750% | 6.140% | 4/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp; 20 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Setanta Aircraft Leasing DAC Term Loan, 3M USD LIBOR + 2.000% | 6.730% | 11/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1745 | &nbsp;&nbsp;&nbsp; 1733 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SS&C Technologies Holdings Inc. Term Loan B-6, TSFR1M + 2.250% | 6.673% | 3/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp; 107 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;SS&C Technologies Holdings Inc. Term Loan B-7, TSFR1M + 2.250% | 6.673% | 3/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
| **Total Floating Rate Loan Interests (Cost $3,539)** | **Total Floating Rate Loan Interests (Cost $3,539)** | **Total Floating Rate Loan Interests (Cost $3,539)** | **Total Floating Rate Loan Interests (Cost $3,539)** | **Total Floating Rate Loan Interests (Cost $3,539)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3520** |
| **Sovereign Bonds (2.9%)** | **Sovereign Bonds (2.9%)** | **Sovereign Bonds (2.9%)** | **Sovereign Bonds (2.9%)** | **Sovereign Bonds (2.9%)** | **Sovereign Bonds (2.9%)** |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bermuda | 3.717% | 1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bermuda | 2.375% | 8/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1753 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bermuda | 5.000% | 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17394 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Bermuda | 3.375% | 8/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2741 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Corp. Financiera de Desarrollo SA | 2.400% | 9/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Dominican Republic | 5.950% | 1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ecopetrol SA | 5.875% | 9/18/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6831 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Empresa Nacional del Petroleo | 3.750% | 8/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3924 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Eskom Holdings SOC Ltd. | 7.125% | 2/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4089 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Export-Import Bank of India | 3.875% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Fondo MIVIVIENDA SA | 4.625% | 4/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2406 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Korea Electric Power Corp. | 3.625% | 6/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5132 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Korea Electric Power Corp. | 5.375% | 4/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9726 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Korea Electric Power Corp. | 4.000% | 6/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5696 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Korea National Oil Corp. | 0.875% | 10/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4430 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ontario Teachers' Cadillac Fairview Properties Trust | 3.875% | 3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 |
| <sup>6,8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ontario Teachers' Cadillac Fairview Properties Trust | 4.125% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | 5.450% | 5/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Petroleos del Peru SA | 5.625% | 6/19/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Petroleos Mexicanos | 6.490% | 1/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Petroleos Mexicanos | 6.500% | 3/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Petroleos Mexicanos | 6.625% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Petroleos Mexicanos | 6.500% | 6/2/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Petroleos Mexicanos | 6.750% | 9/21/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Petroleos Mexicanos | 6.350% | 2/12/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1676 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Colombia | 4.500% | 1/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1631 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Croatia | 5.500% | 4/4/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5608 | &nbsp;&nbsp;&nbsp; 5607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Hungary | 5.375% | 2/21/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3138 | &nbsp;&nbsp;&nbsp; 3138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Hungary | 5.750% | 11/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 | &nbsp;&nbsp;&nbsp; 993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Hungary | 5.375% | 3/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1782 | &nbsp;&nbsp;&nbsp; 1780 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Kazakhstan | 4.875% | 10/14/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Panama | 8.125% | 4/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp; 884 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Panama | 3.870% | 7/23/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4182 | &nbsp;&nbsp;&nbsp; 2706 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Paraguay | 4.625% | 1/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp; 2000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Peru | 7.350% | 7/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 | &nbsp;&nbsp;&nbsp; 1014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Peru | 2.844% | 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7450 | &nbsp;&nbsp;&nbsp; 6316 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Peru | 2.783% | 1/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4053 | &nbsp;&nbsp;&nbsp; 3365 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Poland | 5.500% | 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp; 6061 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Romania | 2.125% | 3/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6689 | &nbsp;&nbsp;&nbsp; 5951 |
| <sup>8,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Romania | 6.625% | 9/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;10660 | &nbsp;&nbsp;&nbsp; 11422 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of the Philippines | 0.250% | 4/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic of the Philippines | 5.609% | 4/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1383 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Republic of the Philippines | 1.750% | 4/28/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4160 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabian Oil Co. | 2.875% | 4/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2423 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Serbia International Bond | 3.125% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2864 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Serbia International Bond | 1.650% | 3/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872 |
| <sup>6,8,11</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Serbia International Bond | 2.050% | 9/23/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2079 |
| <sup>6,8,15</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Ukraine Government Bond | 6.876% | 5/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom of Great Britain and Northern Ireland | 2.750% | 9/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3081 |
| <sup>6,16</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Mexican States | 7.750% | 5/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 |
| <sup>6,16</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Mexican States | 10.000% | 11/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7671 |
| <sup>6,16</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Mexican States | 8.500% | 11/18/38 | &nbsp;&nbsp;&nbsp;&nbsp;264500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12812 |
| <sup>6,16</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Mexican States | 7.750% | 11/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;152000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6793 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Mexican States | 4.400% | 2/12/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8995 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United Mexican States | 5.750% | 10/12/10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969 |
| **Total Sovereign Bonds (Cost $215,672)** | **Total Sovereign Bonds (Cost $215,672)** | **Total Sovereign Bonds (Cost $215,672)** | **Total Sovereign Bonds (Cost $215,672)** | **Total Sovereign Bonds (Cost $215,672)** | &nbsp;&nbsp;&nbsp;**200446** |
| **Taxable Municipal Bonds (0.0%)** | **Taxable Municipal Bonds (0.0%)** | **Taxable Municipal Bonds (0.0%)** | **Taxable Municipal Bonds (0.0%)** | **Taxable Municipal Bonds (0.0%)** | **Taxable Municipal Bonds (0.0%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Houston TX GO | 6.290% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 5.871% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | 3.922% | 12/31/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wisconsin General Fund Annual Appropriation Revenue | 3.954% | 5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 |
| **Total Taxable Municipal Bonds (Cost $3,845)** | **Total Taxable Municipal Bonds (Cost $3,845)** | **Total Taxable Municipal Bonds (Cost $3,845)** | **Total Taxable Municipal Bonds (Cost $3,845)** | **Total Taxable Municipal Bonds (Cost $3,845)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3311** |
|  |  |  |  | &nbsp;&nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (4.0%)** | **Temporary Cash Investments (4.0%)** | **Temporary Cash Investments (4.0%)** | **Temporary Cash Investments (4.0%)** | **Temporary Cash Investments (4.0%)** | **Temporary Cash Investments (4.0%)** |
| **Money Market Fund (4.0%)** | **Money Market Fund (4.0%)** | **Money Market Fund (4.0%)** | **Money Market Fund (4.0%)** | **Money Market Fund (4.0%)** | **Money Market Fund (4.0%)** |
| <sup>17</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund<br> **(Cost $278,645)** | 4.334% |  | 2786824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**278655** |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Counterparty | Expiration<br> Date | Exercise<br> Rate | &nbsp;&nbsp;&nbsp;Notional<br> Amount on<br> Underlying<br> Swap<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** |
| **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** |
| **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** |
| &nbsp;&nbsp;&nbsp;&nbsp;2-Year Interest Rate Swap, Pays 3M USD LIBOR Quarterly, Receives 0.603% Semiannually | BNPSW | 2/3/23 | 0.603% | &nbsp;&nbsp;&nbsp; 38496 | &nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;2-Year Interest Rate Swap, Pays 3M USD LIBOR Quarterly, Receives 0.603% Semiannually | NGFP | 1/13/23 | 0.603% | &nbsp;&nbsp;&nbsp; 36827 | &nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;2-Year Interest Rate Swap, Pays 3M USD LIBOR Quarterly, Receives 0.608% Semiannually | CITNA | 1/17/23 | 0.608% | &nbsp;&nbsp;&nbsp; 36930 | &nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;2-Year Interest Rate Swap, Pays 3M USD LIBOR Quarterly, Receives 0.630% Semiannually | MSCS | 2/3/23 | 0.630% | &nbsp;&nbsp;&nbsp; 38496 | &nbsp;&nbsp;&nbsp; — |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**—** |
| **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** |
| &nbsp;&nbsp;&nbsp;&nbsp;5-Year CDX-NA-IG-S39-V1, Credit Protection Purchased, Pays 1.000% Quarterly | BANA | 1/18/23 | 1.100% | &nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp; 30 |
| **Total Options Purchased (Cost $891)** | **Total Options Purchased (Cost $891)** | **Total Options Purchased (Cost $891)** | **Total Options Purchased (Cost $891)** | **Total Options Purchased (Cost $891)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**30** |
| **Total Investments (95.6%) (Cost $7,130,295)** | **Total Investments (95.6%) (Cost $7,130,295)** | **Total Investments (95.6%) (Cost $7,130,295)** | **Total Investments (95.6%) (Cost $7,130,295)** |  | **6592317** |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | &nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Conventional Mortgage-Backed Securities—Liability for Sale Commitments (-0.8%)** | **Conventional Mortgage-Backed Securities—Liability for Sale Commitments (-0.8%)** | **Conventional Mortgage-Backed Securities—Liability for Sale Commitments (-0.8%)** | **Conventional Mortgage-Backed Securities—Liability for Sale Commitments (-0.8%)** | **Conventional Mortgage-Backed Securities—Liability for Sale Commitments (-0.8%)** | **Conventional Mortgage-Backed Securities—Liability for Sale Commitments (-0.8%)** |
| <sup>1,6,7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;UMBS Pool<br> **(Proceeds $37,309)** | 3.000% | 12/1/37–2/25/53 | (64795) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(55604)** |
| **Other Assets and Liabilities—Net (5.2%)** | **Other Assets and Liabilities—Net (5.2%)** | **Other Assets and Liabilities—Net (5.2%)** | **Other Assets and Liabilities—Net (5.2%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;**357026** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | **6893739** |

---

Cost is in $000.

---

| | |
|:---|:---|
| 1 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of December 31, 2022. |
| 2 | Securities with a value of $3,768,000 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
| 3 | Securities with a value of $4,626,000 have been segregated as initial margin for open centrally cleared swap contracts. |
| 4 | Securities with a value of $1,436,000 have been segregated as collateral for open forward currency contracts and over-the-counter swap contracts. |
| 5 | Securities with a value of $31,486,000 have been segregated as initial margin for open futures contracts. |
| 6 | 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. |
| 7 | 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. |
| 8 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2022, the aggregate value was $652,194,000, representing 9.5% of net assets. |
| 9 | 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. |
| 10 | Interest-only security. |
| 11 | Face amount denominated in euro. |
| 12 | Face amount denominated in British pounds. |
| 13 | Face amount denominated in Australian dollars. |
| 14 | Face amount denominated in Swiss francs. |
| 15 | Non-income-producing security—security in default. |
| 16 | Face amount denominated in Mexican pesos. |
| 17 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |

---

---

| |
|:---|
| 1M—1-month. |
| 3M—3-month. |
| BANA—Bank of America, N.A. |
| BNPSW—BNP Paribas. |
| CITNA—Citibank, N.A. |
| DAC—Designated Activity Company. |
| GO—General Obligation Bond. |
| LIBOR—London Interbank Offered Rate. |
| MSCS—Morgan Stanley Capital Services LLC. |
| NGFP—Nomura Global Financial Products Inc. |
| REMICS—Real Estate Mortgage Investment Conduits. |
| SOFR—Secured Overnight Financing Rate. |
| SOFR30A—30 Day Average Secured Overnight Financing Rate. |
| TSFR1M—CME Term Secured Overnight Financing Rate 1-Month. |
| TSFR3M—CME Term Secured Overnight Financing Rate 3-Month. |
| UMBS—Uniform Mortgage-Backed Securities. |
| USD—U.S. dollar. |

---

------

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts |
| 5-Year U.S. Treasury Note | March 2023 | &nbsp;&nbsp;4671 | &nbsp;&nbsp;504140 | &nbsp;&nbsp;&nbsp;&nbsp;(2517) |
| 10-Year U.S. Treasury Note | March 2023 | &nbsp;&nbsp;3938 | &nbsp;&nbsp;442225 | &nbsp;&nbsp;&nbsp;&nbsp;(2837) |
| Euro-Bund | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;&nbsp;26894 | &nbsp;&nbsp;&nbsp;&nbsp;(1352) |
| Long U.S. Treasury Bond | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;156 | &nbsp;&nbsp;&nbsp;&nbsp;19554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(127) |
| Ultra Long U.S. Treasury Bond | March 2023 | &nbsp;&nbsp;1283 | &nbsp;&nbsp;172323 | &nbsp;&nbsp;&nbsp;&nbsp;(3790) |
|  |  |  |  | &nbsp;&nbsp;(10623) |
| Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts |
| 2-Year U.S. Treasury Note | March 2023 | (1752) | (359297) | &nbsp;&nbsp;&nbsp;&nbsp;1187 |
| AUD 3-Year Treasury Bond | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(106) | &nbsp;&nbsp;&nbsp;&nbsp;(7707) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
| AUD 10-Year Treasury Bond | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(81) | &nbsp;&nbsp;&nbsp;&nbsp;(6380) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352 |
| Euro-Bobl | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(432) | &nbsp;&nbsp;&nbsp;(53527) | &nbsp;&nbsp;&nbsp;&nbsp;1649 |
| Euro-BTP | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(337) | &nbsp;&nbsp;&nbsp;(39292) | &nbsp;&nbsp;&nbsp;&nbsp;2500 |
| Euro-Buxl | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45) | &nbsp;&nbsp;&nbsp;&nbsp;(6515) | &nbsp;&nbsp;&nbsp;&nbsp;1294 |
| Euro-Schatz | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(120) | &nbsp;&nbsp;&nbsp;(13542) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 |
| Long Gilt | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(96) | &nbsp;&nbsp;&nbsp;(11594) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652 |
| Ultra 10-Year U.S. Treasury Note | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(423) | &nbsp;&nbsp;&nbsp;(50033) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;8849 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;(1774) |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation)<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation)<br> ($000) |
| BNP Paribas | 1/31/23 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 1/11/23 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 1/11/23 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | 1/31/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5371 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5714 | &nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 1/31/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3741 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3986 | &nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 1/31/23 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2008 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 1/31/23 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1631 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1997 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23) |
| HSBC Bank plc | 1/31/23 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | 1/31/23 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;219950 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1665 | &nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 1/31/23 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;46997 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Royal Bank of Canada | 1/31/23 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Deutsche Bank AG | 1/31/23 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;28317 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1414 | &nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Morgan Stanley Capital Services LLC | 1/31/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27311 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;40383 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(217) |
| JPMorgan Chase Bank, N.A. | 1/31/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1888 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26) |
| Standard Chartered Bank | 1/31/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;121767 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;114704 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1260) |
| BNP Paribas | 1/31/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4345 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4064 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13) |
| Bank of America, N.A. | 1/31/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Morgan Stanley Capital Services LLC | &nbsp;&nbsp;&nbsp;1/4/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6) |
| State Street Bank & Trust Co. | 1/31/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) |
| State Street Bank & Trust Co. | 1/31/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;46842 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;38267 | &nbsp;&nbsp;&nbsp;542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 1/31/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Royal Bank of Canada | 1/31/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;49020 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12) |
| Toronto-Dominion Bank | 1/31/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;28220 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9) |
| HSBC Bank plc | 1/31/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17430 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6) |
| Bank of Montreal | 1/31/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;12450 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) |
| State Street Bank & Trust Co. | 1/31/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9130 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Morgan Stanley Capital Services LLC | 1/31/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8788 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) |
| HSBC Bank plc | 1/31/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;34390 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;682325 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(435) |
| Morgan Stanley Capital Services LLC | 1/31/23 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;686 | &nbsp;&nbsp;&nbsp;(2019) |

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| |
|:---|
| AUD—Australian dollar. |
| CAD—Canadian dollar. |
| CHF—Swiss franc. |
| EUR—euro. |
| GBP—British pound. |
| JPY—Japanese yen. |
| MXN—Mexican peso. |
| USD—U.S. dollar. |
| ZAR—South African rand. |

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps |
| Reference Entity | Termination<br> Date |  | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation)<br> ($000) |
| Credit Protection Sold | Credit Protection Sold |  |  |  |  |  |
| iTraxx Europe-S38-V1 | 12/20/27 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;51 |

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1 Periodic premium received/paid quarterly. <br> EUR—euro.

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| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps |
| Reference<br> Entity | Termination<br> Date | Counterparty | Notional<br> Amount<br> ($000) | Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | Value<br> ($000) | Remaining<br> Up-Front<br> Premium<br> Paid<br> (Received)<br> ($000) | Unrealized<br> Appreciation<br> ($000) | Unrealized<br> (Depreciation)<br> ($000) |
| Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating |  |  |  |  |  |  |
| AT&T Inc./Baa2 | 12/20/23 | BARC | 13530 | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(58) |
| AT&T Inc./Baa2 | 12/20/23 | BARC | &nbsp;&nbsp;&nbsp;3370 | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(15) |
| Berkshire Hathaway Inc./Aa2 | 12/20/24 | BARC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Berkshire Hathaway Inc./Aa2 | 12/20/24 | JPMC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Credit Suisse Group Finance Guernsey Ltd./Baa2 | &nbsp;&nbsp;6/20/27 | JPMC | &nbsp;&nbsp;1800<sup>2</sup> | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;(198) | &nbsp;&nbsp;&nbsp;(19) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;(179) |
| MetLife Inc./A3 | &nbsp;&nbsp;6/20/24 | BARC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Republic of Chile/A2 | 12/20/27 | BARC | 12070 | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;(44) | (364) | 320 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Republic of Chile/A2 | 12/20/27 | CITNA | &nbsp;&nbsp;&nbsp;4290 | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;(16) | &nbsp;&nbsp;(104) | &nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Republic of Chile/A2 | 12/20/27 | JPMC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;(3) | &nbsp;&nbsp;&nbsp;(18) | &nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Republic of Chile/A2 | 12/20/27 | MSCS | &nbsp;&nbsp;&nbsp;3870 | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;(14) | &nbsp;&nbsp;&nbsp;(83) | &nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Republic of South Africa/Ba2 | 12/20/25 | BARC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;&nbsp;(6) | &nbsp;&nbsp;&nbsp;&nbsp;(10) | &nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  | (228) | (485) | 509 | (252) |
| Credit Protection Purchased | Credit Protection Purchased | Credit Protection Purchased |  |  |  |  |  |  |
| People's Republic of China | &nbsp;&nbsp;6/20/23 | GSI | &nbsp;&nbsp;&nbsp;1200 | (1.000) | &nbsp;&nbsp;&nbsp;&nbsp;(5) | &nbsp;&nbsp;&nbsp;&nbsp;(2) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(3) |

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| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Credit Default Swaps (continued) | Over-the-Counter Credit Default Swaps (continued) | Over-the-Counter Credit Default Swaps (continued) | Over-the-Counter Credit Default Swaps (continued) | Over-the-Counter Credit Default Swaps (continued) | Over-the-Counter Credit Default Swaps (continued) | Over-the-Counter Credit Default Swaps (continued) | Over-the-Counter Credit Default Swaps (continued) | Over-the-Counter Credit Default Swaps (continued) |
| Reference<br> Entity | Termination<br> Date | Counterparty | Notional<br> Amount<br> ($000) | Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | Value<br> ($000) | Remaining<br> Up-Front<br> Premium<br> Paid<br> (Received)<br> ($000) | Unrealized<br> Appreciation<br> ($000) | Unrealized<br> (Depreciation)<br> ($000) |
| Republic of Colombia | &nbsp;&nbsp;6/20/27 | BARC | &nbsp;&nbsp;&nbsp;4650 | (1.000) | &nbsp;&nbsp;270 | &nbsp;&nbsp;349 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(79) |
| Republic of Colombia | &nbsp;&nbsp;6/20/27 | MSCS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | (1.000) | &nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  | &nbsp;&nbsp;296 | &nbsp;&nbsp;369 | &nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;(82) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;(116) | &nbsp;&nbsp;518 | (334) |

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| |
|:---|
| 1 Periodic premium received/paid quarterly. |
| 2 Notional amount denominated in euro. |
| BARC—Barclays Bank plc. |
| CITNA—Citibank, N.A. |
| GSI—Goldman Sachs International. |
| JPMC—JPMorgan Chase Bank, N.A. |
| MSCS—Morgan Stanley Capital Services LLC. |

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The notional amount represents the maximum potential amount the fund could be required to pay as a seller of credit protection if the reference entity was subject to a credit event.

At December 31, 2022, the counterparties had deposited in segregated accounts securities with a value of $1,447,000 in connection with open forward currency contracts and over-the-counter swap contracts.

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps |
| Termination Date | Future<br> Effective<br> Date | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> (000)<sup>1</sup> | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> Received<sup>2</sup><br> (%) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> (Paid)<sup>3</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation)<br> ($000) |
| 8/23/25 | N/A | &nbsp;&nbsp;&nbsp;&nbsp;117500 | &nbsp;&nbsp;&nbsp;4.300 | &nbsp;&nbsp;&nbsp;(3.120) | &nbsp;&nbsp;&nbsp;3136 | &nbsp;&nbsp;&nbsp;3149 |
| 11/2/25 | N/A | &nbsp;&nbsp;&nbsp;112000 | &nbsp;&nbsp;&nbsp;4.300 | &nbsp;&nbsp;&nbsp;(4.287) | &nbsp;&nbsp;&nbsp;&nbsp;(602) | &nbsp;&nbsp;&nbsp;&nbsp;(602) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;2534 | &nbsp;&nbsp;&nbsp;2547 |

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| |
|:---|
| 1 Notional amount denominated in U.S. dollar. |
| 2 Based on Secured Overnight Financing Rate (SOFR) as of the most recent payment date. Interest payment received/paid annually. |
| 3 Interest payment received/paid annually. |

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A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and 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.

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

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

At December 31, 2022, counterparties had deposited in segregated accounts securities with a value of $4,175,000 and cash of $1,899,000 in connection with TBA transactions.

D. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase similar securities in the future at a predetermined price. The proceeds of the securities sold in mortgage-dollar-roll transactions are typically invested in high-quality short-term fixed income securities. The fund forgoes principal and interest paid on the securities sold, and is compensated by interest earned on the proceeds of the sale and by a lower price on the securities to be repurchased. The fund also enters into mortgage-dollar-roll transactions in which the fund buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell similar securities in the future at a predetermined price. The securities bought in

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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. Floating Rate Loan Interests: Floating rate loan interests represent interests in amounts owed by corporate or other borrowers. These instruments may be in the form of loans, trade claims or other receivables and may include standby financing commitments such as revolving credit facilities that obligate the fund to supply additional cash to the borrower on demand. Floating rate loan interests may be made directly with a borrower or acquired through assignment or participation. The fund's right to enforce a borrower's compliance with the terms of the loan agreement, or benefit directly from the collateral supporting the loan, varies when the loan is a direct borrowing, an assignment, or a participation. Floating rate loan interests involve various risks including risk of loss in case of default, insolvency, or the bankruptcy of the borrower and are generally subject to restrictions on transfer with limited opportunities to sell them in secondary markets. The fund may also invest in loan commitments, which are contractual obligations for a future funding. The fund may earn a commitment fee on any unfunded portion of these commitments which is amortized to interest income over the commitment period. Both the funded portion of a floating rate loan interest as well as its unfunded commitment, if any, is reflected on the Schedule of Investments.

F. Swaptions: The fund invests in options on swaps, which are transacted over-the-counter (OTC) and not on an exchange. The fund enters into swaptions to adjust the fund's sensitivity to interest rates or to adjust its exposure to the underlying investments. The fund may purchase a swaption from a counterparty whereby the fund has the right to enter into a swap in which the fund will pay either a fixed percentage rate or a floating rate, which is reset periodically based on short-term interest rates, and receive a different floating rate, each applied to a notional amount. The fund may also sell a swaption to a counterparty whereby the fund grants the counterparty the right to enter into a swap in which the fund will pay a floating rate and receive a fixed rate, each applied to a notional amount. Swaptions also include options that allow an existing swap to be terminated or extended by one of the counterparties. Unlike exchange-traded options, which are standardized with respect to the underlying instrument, expiration date, contract size, and strike price, the terms of OTC options generally are established through negotiation with the other party to the option contract. Although this type of arrangement allows the purchaser or writer greater flexibility to tailor an option to its needs, OTC options generally involve greater credit risk than exchange-traded options. Credit risk involves the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund mitigates its counterparty risk by entering into swaptions with a diverse group of prequalified counterparties and monitoring their financial strength.

The primary risk associated with purchasing swaptions is that interest rates or the value of the underlying investments move in such a way that the exercise price of the swaption exceeds the value of the underlying investment, the position is worthless at expiration, and the fund loses the premium paid. The primary risk associated with selling swaptions is that interest rates or the value of the underlying investments move in such a way that the exercise price of the swaption exceeds the value of the underlying investment, the counterparty exercises the swaption, and the resulting interest rate swap results in a negative cash flow to the fund in an amount greater than the premium received. A risk associated with all types of swaptions is the possibility that a counterparty may default on its obligations under the swaption contract.

Swaptions are valued based on market quotations received from independent pricing services or recognized dealers. The premium paid for a purchased swaption is recorded as an asset and is subsequently adjusted daily based on the current market value of the swaption. The premium received for a written swaption is recorded as an asset with an equal liability and is subsequently adjusted daily based on the current market value of the swaption. Fluctuations in the value of

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swaptions are recorded as unrealized appreciation (depreciation) until expired, closed, or exercised, at which time realized gains (losses) are recognized.

G. 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).

H. Forward Currency Contracts: The fund enters into forward currency contracts to protect the value of securities and related receivables and payables against changes in future foreign exchange rates. The fund's risks in using these contracts include movement in the values of the foreign currencies relative to the U.S. dollar and the ability of the counterparties to fulfill their obligations under the contracts. The fund mitigates its counterparty risk by entering into forward currency contracts only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. The master netting arrangements provide that, in the event of a counterparty's default (including bankruptcy), the fund may terminate the forward currency contracts, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The forward currency contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the forward currency contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

Forward currency contracts are valued at their quoted daily prices obtained from an independent third party, adjusted for currency risk based on the expiration date of each contract. Fluctuations in the value of the contracts are recorded as an asset (liability).

I. Swap Contracts: The fund invests in credit default swaps to adjust the overall credit risk of the fund or to actively overweight or underweight credit risk to a specific issuer or group of issuers. The fund may sell credit protection through credit default swaps to simulate investments in long positions that are either unavailable or considered to be less attractively priced in the bond market. The fund may purchase credit protection through credit default swaps to reduce credit exposure to a given issuer or issuers. Under the terms of the swaps, an up-front payment may be exchanged between the seller and buyer. In addition, the seller of the credit protection receives a periodic payment of premium from the buyer that is a fixed percentage applied to a notional amount. If, for example, the reference entity is subject to a credit event (such as bankruptcy, failure to pay, or obligation acceleration) during the term of the swap, the seller agrees to either physically settle or cash settle the swap contract. If the swap is physically settled, the seller

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agrees to pay the buyer an amount equal to the notional amount and take delivery of a debt instrument of the reference issuer with a par amount equal to such notional amount. If the swap is cash settled, the seller agrees to pay the buyer the difference between the notional amount and the final price for the relevant debt instrument, as determined either in a market auction or pursuant to a pre-agreed-upon valuation procedure.

The fund enters into interest rate swap transactions to adjust the fund's sensitivity to changes in interest rates and maintain the ability to generate income at prevailing market rates. Under the terms of the swaps, one party pays the other either an amount that is a fixed percentage rate or a floating rate, which is reset periodically based on short-term interest rates, applied to a notional amount. In return, the counterparty agrees to pay a different floating rate, which is reset periodically based on short-term interest rates, applied to the same notional amount.

The fund enters into centrally cleared credit default and interest rate swaps to achieve the same objectives specified with respect to the equivalent over-the-counter swaps but with less counterparty risk because a regulated clearinghouse is the counterparty instead of the clearing broker or executing broker. 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. To further mitigate counterparty risk, the fund trades with a diverse group of prequalified executing brokers; monitors the financial strength of its clearing brokers, executing brokers, and clearinghouse; and has entered into agreements with its clearing brokers and executing brokers.

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

Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded as an asset (liability) and as unrealized appreciation (depreciation) until the seller of credit protection is required to take delivery (or, in a cash settled swap, pay the settlement amount determined) upon occurrence of a credit event, periodic payments are made, or the swap terminates, at which time realized gain (loss) is recorded. The net premium to be received or paid by the fund under swap contracts is accrued daily and recorded as realized gain (loss) over the life of the contract.

------

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3474078 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3474078 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;591547 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;591547 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2040730 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2040730 |
| Floating Rate Loan Interests | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3520 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3520 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;200446 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;200446 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3311 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3311 |
| Temporary Cash Investments | 278655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;278655 |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| Total | 278655 | &nbsp;&nbsp;&nbsp;6313662 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6592317 |
| Liabilities |  |  |  |  |
| Conventional Mortgage-Backed Securities—Liability for Sale Commitments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55604 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55604 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8849 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;3200<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3718 |
| Total | &nbsp;&nbsp;&nbsp;12049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1204 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13253 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10623 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2019 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936 |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;11225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2353 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13578 |

---

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 MALVERN FUNDS

- **b. Investment Company Act file number:** 811-05628

- **c. CIK number of Registrant:** 0000836906

- **d. LEI of Registrant:** 549300EW16IGZDA38J20

- **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 CORE BOND FUND

- **b. EDGAR series identifier (if any):** S000053068

- **c. LEI of Series:** 5493004LZLCTSJUBPZ86

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $8802950615.39

**Total Liabilities:** $1913278043.25

**Net Assets:** $6889672572.14

**Delayed Delivery Securities:** $894125657.21

**Cash Not Reported:** $51008630.73

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -13974.06904086 | **1-Year:** -256216.98808001 | **5-Year:** -600524.87984642 | **10-Year:** -1039059.03380056 | **30-Year:** -527999.03698052

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

- **3-Month:** -244.91146629 | **1-Year:** -7408.65607266 | **5-Year:** -32700.79986832 | **10-Year:** -21917.87088304 | **30-Year:** -7816.41940379

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000166995 | -1.27%               | 3.75%                | -0.46%               |
| Class ID C000166996 | -1.27%               | 3.75%                | -0.46%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-13075640.23            | $-65147687.75                              |
| Month 2  | $-9953705.39             | $210443830.86                              |
| Month 3  | $-26690489.68            | $-25845461.23                              |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Float Adjusted Index

- **Index Identifier:** I20984US

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |    1100000 | PA      | $941872.48     | 0.01%             | 2029-10-26      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2442000 | PA      | $1606554.56    | 0.02%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL                   | CUSIP: 60687YAZ2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     248000 | PA      | $234137.39     | 0.00%             | 2025-09-13      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    5345000 | PA      | $5627000.97    | 0.08%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS                   | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $967584.73     | 0.01%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA7881                          | CUSIP: 3133KPXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14423832 | PA      | $14258419.94   | 0.21%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1447                          | CUSIP: 36179NTC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62327 | PA      | $56475.57      | 0.00%             | 2043-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL2992                          | CUSIP: 3617YAKD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     476636 | PA      | $424636.06     | 0.01%             | 2048-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC MMAF_18-A                                            | MMAF 2018-A A5                     | CUSIP: 60700DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $96905.73      | 0.00%             | 2042-03-10      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3370000 | PA      | $3290065.39    | 0.05%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                           | PETROLEOS DEL PE                   | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | CORP              | PE        |    4740000 | PA      | $3088426.16    | 0.04%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                       | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     450000 | PA      | $392328.01     | 0.01%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 Mortgage Trust                                                   | COMM 2019-GC44 ASB                 | CUSIP: 12655TBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $135996.99     | 0.00%             | 2057-08-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Utmost Group PLC                                                                | UTMOST GRP                         | CUSIP: N/A<br>LEI: 2138004N53RFLL6JDQ41       | Long             | DBT              | CORP              | GB        |     700000 | PA      | $614704.81     | 0.01%             | 2031-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786093                          | CUSIP: 3622ABUS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18285986 | PA      | $15501355.41   | 0.22%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN6662                          | CUSIP: 3617F6MK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2264640 | PA      | $2101029.32    | 0.03%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL6776                          | CUSIP: 3617YEQ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     855769 | PA      | $834347.40     | 0.01%             | 2050-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K059 X1                       | CUSIP: 3137BSRG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2282335 | PA      | $20751.22      | 0.00%             | 2026-09-25      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZS4759                          | CUSIP: 3132A5JC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     164903 | PA      | $152687.26     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     589000 | PA      | $577632.45     | 0.01%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM4159                          | CUSIP: 3140X7TR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1374845 | PA      | $1122632.40    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $987015.41     | 0.01%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA2892                          | CUSIP: 36179RF95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4670 | PA      | $4380.13       | 0.00%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HLDS                   | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    3430000 | PA      | $3428182.99    | 0.05%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $1661531.60    | 0.02%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CK3513                          | CUSIP: 3617XX3W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     491117 | PA      | $427812.70     | 0.01%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA8089                          | CUSIP: 3133KP7A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9322893 | PA      | $9195385.40    | 0.13%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                       | TELEDYNE TECH                      | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6553516.08    | 0.10%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                           | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2746993.94    | 0.04%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CK4096                          | CUSIP: 3617XYRR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3905939 | PA      | $3468525.95    | 0.05%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | DAIMLER FINANCE                    | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    6830000 | PA      | $6488492.49    | 0.09%             | 2024-03-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN                    | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      36000 | PA      | $38669.54      | 0.00%             | 2025-06-01      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| Endeavor Energy Resources LP / EER Finance Inc                                  | ENDEAVOR ENERGY                    | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $100539.43     | 0.00%             | 2028-01-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL2942                          | CUSIP: 3617YAHT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3032818 | PA      | $2812634.37    | 0.04%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                     | CUSIP: 254687FV3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     439000 | PA      | $402197.05     | 0.01%             | 2026-01-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $22796.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     300000 | PA      | $287691.37     | 0.00%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN 831794                          | CUSIP: 31407JC75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7242 | PA      | $7862.87       | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                       | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |    1800000 | PA      | $1651793.13    | 0.02%             | 2027-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6878.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                             | SVB FINANCIAL GR                   | CUSIP: 78486QAH4<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3143475.83    | 0.05%             | 2028-05-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                    | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $881030.95     | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2                                         | DRIVE 2020-2 D                     | CUSIP: 26208VAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     140000 | PA      | $136854.14     | 0.00%             | 2028-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                      | PERFORMANCE FOOD                   | CUSIP: 71376LAD2<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65093.77      | 0.00%             | 2025-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                          | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $941931.05     | 0.01%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    6147000 | PA      | $5632316.18    | 0.08%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LLC AH4R_14-SFR3                                          | AH4R 2014-SFR3 A                   | CUSIP: 02665XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |          0 | PA      | $0.01          | 0.00%             | 2036-12-17      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM3601                          | CUSIP: 3617YPAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     423571 | PA      | $413059.84     | 0.01%             | 2050-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CG1041                          | CUSIP: 3617WEEN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     194600 | PA      | $175087.36     | 0.00%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN6471                          | CUSIP: 3617F6FL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     496099 | PA      | $436831.94     | 0.01%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZN4476                          | CUSIP: 3131YA6M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     312083 | PA      | $288975.85     | 0.00%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM1506                          | CUSIP: 3617YLU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     452149 | PA      | $414578.32     | 0.01%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CK4129                          | CUSIP: 3617XYSS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2497401 | PA      | $2291041.64    | 0.03%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BR2416                          | CUSIP: 3617LYVH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14785 | PA      | $13836.54      | 0.00%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: 445545AL0<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |    1782000 | PA      | $1780287.69    | 0.03%             | 2024-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2519219.24    | 0.04%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     850000 | PA      | $619239.32     | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6865                          | CUSIP: 36179VTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3433887 | PA      | $3001731.48    | 0.04%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AH2899                          | CUSIP: 3138A4GH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      98807 | PA      | $99615.61      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OBX 2022-J2 Trust                                                               | OBX 2022-J2 A1                     | CUSIP: 67115QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25446493 | PA      | $21880009.25   | 0.32%             | 2052-08-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                     | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |    1300000 | PA      | $1042677.76    | 0.02%             | 2039-05-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     205000 | PA      | $196903.90     | 0.00%             | 2027-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA4585                          | CUSIP: 3140QCCX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2865440 | PA      | $2879253.78    | 0.04%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                  | ALBEMARLE CORP                     | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $977818.34     | 0.01%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZT1711                          | CUSIP: 3132AD3U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1045896 | PA      | $1021700.07    | 0.01%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQU                   | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     570000 | PA      | $571348.57     | 0.01%             | 2025-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                    | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     250000 | PA      | $247526.17     | 0.00%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20000000 | PA      | $15034376.00   | 0.22%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BC8177                          | CUSIP: 3617BCCN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     203166 | PA      | $191384.11     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                      | VMWARE INC                         | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    3960000 | PA      | $3233020.03    | 0.05%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BW0696                          | CUSIP: 3140MRX28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2843426 | PA      | $2763568.75    | 0.04%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     945000 | PA      | $604833.04     | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS KG06 X1                       | CUSIP: 3137H4C73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29983627 | PA      | $1071962.65    | 0.02%             | 2031-10-25      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CK9228                          | CUSIP: 3617Y5HD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     948171 | PA      | $840601.76     | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1834631.13    | 0.03%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_18-B                                       | SMB 2018-B A2A                     | CUSIP: 78449LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     210879 | PA      | $202693.38     | 0.00%             | 2037-01-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM1131                          | CUSIP: 3617YLHG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     445885 | PA      | $409130.28     | 0.01%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC /                   | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     156000 | PA      | $140507.02     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                         | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    5420000 | PA      | $5623577.04    | 0.08%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                          | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1715000 | PA      | $1490067.91    | 0.02%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | AMERICAN AIRLINE                   | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1230000 | PA      | $1125277.98    | 0.02%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL2505                          | CUSIP: 3617Y9YA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1670696 | PA      | $1480888.86    | 0.02%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                         | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     440000 | PA      | $353774.82     | 0.01%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15000000 | PA      | $13242187.50   | 0.19%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN3198                          | CUSIP: 3617F2RT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     396227 | PA      | $363647.61     | 0.01%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                          | EASTERN GAS TRAN                   | CUSIP: 276480AK6<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |      66000 | PA      | $63499.91      | 0.00%             | 2024-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QA5501                          | CUSIP: 3133A0DE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     560642 | PA      | $548030.00     | 0.01%             | 2049-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                  | SABHLD 7.375 9/1/2025              | CUSIP: N/A<br>LEI: F2TJC7HPPHLHU1AQMP98       | Long             | DBT              | CORP              | US        |     144000 | PA      | $138026.12     | 0.00%             | 2025-09-01      | Fixed         | 7.38%                 | Yes           |                  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        |    3580000 | PA      | $2313048.06    | 0.03%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786150                          | CUSIP: 3622ABWK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15564937 | PA      | $13778700.55   | 0.20%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BQ2109                          | CUSIP: 3617LLKW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2126718 | PA      | $1936941.83    | 0.03%             | 2051-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                           | RPM INTL INC                       | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1535033.86    | 0.02%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA4239                          | CUSIP: 3140QBV96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     387465 | PA      | $352057.03     | 0.01%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AS1936                          | CUSIP: 3138WBEJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     102206 | PA      | $104260.37     | 0.00%             | 2044-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AI0686                          | CUSIP: 3138ADXQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28877 | PA      | $29704.71      | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QA9379                          | CUSIP: 3133A4M45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     970567 | PA      | $830348.79     | 0.01%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS2366                          | CUSIP: 3140XHTY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3126214 | PA      | $3127874.78    | 0.05%             | 2050-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                          | BOSTON SCIENTIFC                   | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     392000 | PA      | $351727.09     | 0.01%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQU                   | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    1669000 | PA      | $1688796.58    | 0.02%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                      | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    1175000 | PA      | $1049456.47    | 0.02%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CJ9749                          | CUSIP: 3617XSZN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     416214 | PA      | $367074.18     | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10905000 | PA      | $10914286.59   | 0.16%             | 2024-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6430000 | PA      | $6129785.42    | 0.09%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                     | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     905000 | PA      | $661858.87     | 0.01%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     303000 | PA      | $286431.10     | 0.00%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QA7633                          | CUSIP: 3133A2PS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     646951 | PA      | $571840.01     | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM2971                          | CUSIP: 3140X6JR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   41826706 | PA      | $40348400.02   | 0.59%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM7475                          | CUSIP: 3140XBJV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     212108 | PA      | $206855.54     | 0.00%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K036 X1                       | CUSIP: 3137B7N21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2523965 | PA      | $10078.45      | 0.00%             | 2023-10-25      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                        | FOX CORP                           | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    3780000 | PA      | $3436520.47    | 0.05%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     273000 | PA      | $228982.26     | 0.00%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     279999 | PA      | $229968.88     | 0.00%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 785987                          | CUSIP: 3622ABRG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7584545 | PA      | $6716303.13    | 0.10%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                         | TX ST PRIV ACTIVITY-B              | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     700000 | PA      | $530084.52     | 0.01%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                                     | CGCMT 2019-C7 A3                   | CUSIP: 17328CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $212931.35     | 0.00%             | 2072-12-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q47721                          | CUSIP: 3132WMSK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     579618 | PA      | $555726.41     | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CJ3705                          | CUSIP: 3617XLDJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     464489 | PA      | $411827.92     | 0.01%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA3369                          | CUSIP: 31418CW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15575 | PA      | $13816.01      | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786009                          | CUSIP: 3622ABR61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11363173 | PA      | $10117797.83   | 0.15%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU1325                          | CUSIP: 3140M2PK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1135686 | PA      | $872342.65     | 0.01%             | 2052-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BQ2571                          | CUSIP: 3617LL2C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25267 | PA      | $22975.68      | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K110 X1                       | CUSIP: 3137FTZS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19180543 | PA      | $1750067.25    | 0.03%             | 2030-04-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM1389                          | CUSIP: 3140X4RK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1680108 | PA      | $1622040.08    | 0.02%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQT MIDSTREAM PT                   | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     295000 | PA      | $263524.03     | 0.00%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     750000 | PA      | $637757.59     | 0.01%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                           | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     900000 | PA      | $698773.98     | 0.01%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                                          | GSMS 2020-GC45 A5                  | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     630000 | PA      | $532350.76     | 0.01%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CI8001                          | CUSIP: 3617XC3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     489718 | PA      | $440615.66     | 0.01%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG                   | CUSIP: 30040WAS7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    8930000 | PA      | $8826481.12    | 0.13%             | 2024-06-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM8235                          | CUSIP: 3617YUEG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     490678 | PA      | $437093.32     | 0.01%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM5632                          | CUSIP: 3140JAHJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     401412 | PA      | $360597.27     | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | AMEREN CORP                        | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     700000 | PA      | $617933.88     | 0.01%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp                                          | BIG RVR STL/FIN                    | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     354000 | PA      | $338834.51     | 0.00%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Co/The                                                                   | MOSAIC CO                          | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     440000 | PA      | $374447.81     | 0.01%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                               | ONEOK PARTNERS                     | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    3355000 | PA      | $3184317.73    | 0.05%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM9517                          | CUSIP: 3140XDSF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15453229 | PA      | $13174530.06   | 0.19%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | LIVE NATION ENT                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     900000 | PA      | $880741.48     | 0.01%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1242373.23    | 0.02%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc                                                           | SCRIPPS ESCROW                     | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     280000 | PA      | $225341.71     | 0.00%             | 2031-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     200000 | PA      | $185664.99     | 0.00%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     458000 | PA      | $446104.15     | 0.01%             | 2027-03-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | LONG GILT FUTURE  Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -96 | NC      | $652476.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                   | ABC SUPPLY CO                      | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     260000 | PA      | $212490.54     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM2635                          | CUSIP: 3617YM4U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     476852 | PA      | $436517.74     | 0.01%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA3544                          | CUSIP: 31418C5E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     366665 | PA      | $355772.17     | 0.01%             | 2038-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sky Ltd                                                                         | SKY LTD                            | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $195264.82     | 0.00%             | 2024-09-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM8173                          | CUSIP: 3140XCCK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5395384 | PA      | $5167947.40    | 0.08%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     440000 | PA      | $448886.36     | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB2604                          | CUSIP: 3140QM3N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28295394 | PA      | $23251123.00   | 0.34%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                        | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $951754.94     | 0.01%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QD2192                          | CUSIP: 3133AYNH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     485746 | PA      | $400553.91     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                     | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    5780000 | PA      | $4664980.89    | 0.07%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                              | CONN LIGHT & PWR                   | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     307000 | PA      | $256467.12     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $1850184.21    | 0.03%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                        | WALT DISNEY CO                     | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     400000 | PA      | $344493.21     | 0.01%             | 2041-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                     | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1104262.22    | 0.02%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PT                   | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     155000 | PA      | $148187.29     | 0.00%             | 2027-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |    2400000 | PA      | $1935095.03    | 0.03%             | 2031-10-26      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5700                          | CUSIP: 36179UKM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39198 | PA      | $36922.10      | 0.00%             | 2049-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEG Energy Corp                                                                 | MEG ENERGY CORP                    | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |      60000 | PA      | $56609.16      | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA2812                          | CUSIP: 3140QADS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1882322 | PA      | $1892552.86    | 0.03%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |  152000000 | PA      | $6792809.13    | 0.10%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                | RELX CAPITAL INC                   | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $851559.47     | 0.01%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                          | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1413555.64    | 0.02%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4720                          | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     747192 | PA      | $721075.51     | 0.01%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB4847                          | CUSIP: 3140QQL52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2879124 | PA      | $2902294.08    | 0.04%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BE0046                          | CUSIP: 3617BTBP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     144828 | PA      | $136209.33     | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QE0386                          | CUSIP: 3133B9NB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1854852 | PA      | $1749487.14    | 0.03%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | SALESFORCE.COM                     | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $4644662.30    | 0.07%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |    1349000 | PA      | $871466.25     | 0.01%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN1106                          | CUSIP: 3617YYGP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     494866 | PA      | $452964.11     | 0.01%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM3205                          | CUSIP: 3617YNR28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     491851 | PA      | $451171.33     | 0.01%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $1663442.51    | 0.02%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | LEVEL 3 FIN INC                    | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     410000 | PA      | $299954.11     | 0.00%             | 2029-01-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | AB INBEV SA/NV                     | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |    1000000 | PA      | $974110.68     | 0.01%             | 2040-04-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                          | HP INC                             | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    5030000 | PA      | $4605450.45    | 0.07%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40650000 | PA      | $40618244.22   | 0.59%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS1029                          | CUSIP: 3140XGEB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2786774 | PA      | $2475621.75    | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     831000 | PA      | $821296.05     | 0.01%             | 2026-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCI 4 1/23                        | CUSIP: 01F040412<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17500000 | PA      | $17076171.00   | 0.25%             | 2023-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC23                                   | CGCMT 2014-GC23 B                  | CUSIP: 17322VAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     230000 | PA      | $217412.35     | 0.00%             | 2047-07-10      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QD6305                          | CUSIP: 3133B4AE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3585248 | PA      | $3263906.24    | 0.05%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K055 X1                       | CUSIP: 3137BPW39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2763005 | PA      | $96015.51      | 0.00%             | 2026-03-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QD6086                          | CUSIP: 3133B3XP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1412829 | PA      | $1286077.97    | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP                   | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    2235000 | PA      | $2011624.89    | 0.03%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                     | CUSIP: 629377CC4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      55000 | PA      | $54631.46      | 0.00%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN1775                          | CUSIP: 3617YY6L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1364117 | PA      | $1218425.62    | 0.02%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUST 10Y BOND FUT Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -81 | NC      | $352114.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds American Inc                                                           | REYNOLDS AMERICA                   | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     529000 | PA      | $517680.05     | 0.01%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1261886.60    | 0.02%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                         | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   10550000 | PA      | $10553628.46   | 0.15%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    4238000 | PA      | $2862423.90    | 0.04%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                     | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1484627.33    | 0.02%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                      | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    3660000 | PA      | $2697229.90    | 0.04%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | PLAINS ALL AMER                    | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     410000 | PA      | $319993.57     | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA0535                          | CUSIP: 36179MSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108337 | PA      | $105378.42     | 0.00%             | 2042-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                     | CUSIP: N/A<br>LEI: ISRPG12PN4EIEOEMW547       | Long             | DBT              | CORP              | US        |     782000 | PA      | $814318.57     | 0.01%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     900000 | PA      | $850334.01     | 0.01%             | 2032-05-07      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA6038                          | CUSIP: 3140QDV84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28074713 | PA      | $24119538.96   | 0.35%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1546000 | PA      | $1438399.06    | 0.02%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $1972387.97    | 0.03%             | 2028-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                         | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1815000 | PA      | $1484510.50    | 0.02%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P GLOBAL INC                     | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    6460000 | PA      | $5683660.00    | 0.08%             | 2029-03-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 770446                          | CUSIP: 36176MWF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6236 | PA      | $6290.24       | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM2650                          | CUSIP: 3617YM5K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     446952 | PA      | $409277.10     | 0.01%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6950000 | PA      | $6531733.15    | 0.09%             | 2026-03-10      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     751000 | PA      | $690277.71     | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5979                          | CUSIP: 36179UUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37982 | PA      | $37503.61      | 0.00%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     800000 | PA      | $572731.96     | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BN3331                          | CUSIP: 3140JKVZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     120925 | PA      | $118018.32     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-C                                   | TAOT 2022-C A2A                    | CUSIP: 89231CAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3880000 | PA      | $3841702.46    | 0.06%             | 2025-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-4                                               | JPMMT 2022-4 A3                    | CUSIP: 46655GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2390686 | PA      | $1993234.84    | 0.03%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op | CEDAR FAIR LP                      | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     289000 | PA      | $285567.27     | 0.00%             | 2025-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8184                          | CUSIP: 3132DWCV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4054384 | PA      | $3587356.04    | 0.05%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                       | KOREA ELEC PWR                     | CUSIP: 500631AV8<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |    5333000 | PA      | $5131964.62    | 0.07%             | 2025-06-14      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QD3779                          | CUSIP: 3133B1FU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1276735 | PA      | $1122644.57    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   53203500 | PA      | $45921270.94   | 0.67%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                     | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1155000 | PA      | $1054856.33    | 0.02%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $1559893.44    | 0.02%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN1137                          | CUSIP: 3617YYHN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     480220 | PA      | $465436.49     | 0.01%             | 2045-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                    | ECOPETROL SA                       | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    6870000 | PA      | $6831092.03    | 0.10%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CORP                        | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $848044.42     | 0.01%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_22-B                                        | HART 2022-B A2A                    | CUSIP: 44918MAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6760000 | PA      | $6690505.17    | 0.10%             | 2025-05-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3172                          | CUSIP: 36179RQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31725 | PA      | $29017.09      | 0.00%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                      | CUSIP: 225433AC5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    2000000 | PA      | $1806119.26    | 0.03%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                    | CUSIP: 375558AZ6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     675000 | PA      | $653892.73     | 0.01%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                | LAZARD GROUP LLC                   | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     262000 | PA      | $242617.05     | 0.00%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | MASTERCARD INC                     | CUSIP: 57636QAV6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    2030000 | PA      | $1879093.43    | 0.03%             | 2029-02-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                               | ROTHESAY LIFE                      | CUSIP: QJ0051806<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |    1189000 | PA      | $1483866.89    | 0.02%             | 2025-10-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC                   | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1958808.96    | 0.03%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC                   | CUSIP: 09857LAU2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1159663.10    | 0.02%             | 2026-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-INV3 Trust                                                            | GCAT 2022-INV3 2A1                 | CUSIP: 36830RAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5224690 | PA      | $4862963.82    | 0.07%             | 2052-08-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 745171                          | CUSIP: 3620C02C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6725 | PA      | $6761.32       | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                          | GSK CONSUMER                       | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     483000 | PA      | $377383.56     | 0.01%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5807                          | CUSIP: 36179UNY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21525 | PA      | $20182.83      | 0.00%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN7415                          | CUSIP: 3617F7GY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1364647 | PA      | $1325942.14    | 0.02%             | 2050-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2816192.93    | 0.04%             | 2030-07-26      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CJ9741                          | CUSIP: 3617XSZE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     270246 | PA      | $236863.61     | 0.00%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                     | UNITI/UNITI/CSL                    | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     190000 | PA      | $184404.89     | 0.00%             | 2025-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                        | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     700000 | PA      | $632374.19     | 0.01%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CORP                        | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $928921.96     | 0.01%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    4000000 | PA      | $3881994.84    | 0.06%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                     | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     150000 | PA      | $129093.32     | 0.00%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                          | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $2771424.12    | 0.04%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $11638.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     750000 | PA      | $524531.30     | 0.01%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL2956                          | CUSIP: 3617YAH92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3081199 | PA      | $2745767.41    | 0.04%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4259656.99    | 0.06%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM1466                          | CUSIP: 3617YLTX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     358443 | PA      | $328988.17     | 0.00%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-224.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                       | WRKCO INC                          | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     325000 | PA      | $299718.41     | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     384000 | PA      | $355708.26     | 0.01%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AH0957                          | CUSIP: 3138A2B32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50463 | PA      | $53195.68      | 0.00%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arconic Corp                                                                    | ARCONIC CORP                       | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59305.56      | 0.00%             | 2025-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C TECH INC                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     110000 | PA      | $103554.19     | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AS8273                          | CUSIP: 3138WJFP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8802 | PA      | $7906.56       | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                            | CHART INDUSTRIES                   | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      40000 | PA      | $41023.40      | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN 931765                          | CUSIP: 31412QFE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34801 | PA      | $34828.31      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                               | GENERAL MILLS IN                   | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     165000 | PA      | $142968.57     | 0.00%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786147                          | CUSIP: 3622ABWG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8586724 | PA      | $7407001.06    | 0.11%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3106                          | CUSIP: 36179RNX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3136 | PA      | $3050.09       | 0.00%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                     | KAISER FOUN HOSP                   | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3310016.49    | 0.05%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                           | 3M CO                              | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     796000 | PA      | $556091.51     | 0.01%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                    | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     860000 | PA      | $718756.51     | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     605000 | PA      | $527479.78     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN6684                          | CUSIP: 3617F6M96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1414790 | PA      | $1312087.25    | 0.02%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA3564                          | CUSIP: 31418C6A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1633515 | PA      | $1601572.74    | 0.02%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1000000 | PA      | $908158.44     | 0.01%             | 2025-07-17      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5193                          | CUSIP: 36179TXW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3654334 | PA      | $3602022.13    | 0.05%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BQ0640                          | CUSIP: 3617LJV91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6216 | PA      | $5639.00       | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | REPUBLIC OF PERU                   | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    4053000 | PA      | $3365429.42    | 0.05%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $843981.66     | 0.01%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                      | NASDAQ INC                         | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     665000 | PA      | $508939.89     | 0.01%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q49873                          | CUSIP: 3132WP6K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     204979 | PA      | $186772.68     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZS4791                          | CUSIP: 3132A5KC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     169103 | PA      | $165642.26     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                            | CHART INDUSTRIES                   | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      60000 | PA      | $60249.01      | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BS6315                          | CUSIP: 3617MHAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     810947 | PA      | $717980.14     | 0.01%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CO                          | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1125975.77    | 0.02%             | 2052-03-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CO0394                          | CUSIP: 3617FBNK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     450763 | PA      | $413564.31     | 0.01%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABS                        | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    1019000 | PA      | $997048.44     | 0.01%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                         | ZAYO GROUP HOLDI                   | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     500000 | PA      | $370556.82     | 0.01%             | 2027-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                     | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $967723.27     | 0.01%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB0211                          | CUSIP: 3140QKGV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     330156 | PA      | $303619.45     | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $937470.36     | 0.01%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5.5 1/23                      | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   91500000 | PA      | $91800229.80   | 1.33%             | 2023-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     473000 | PA      | $429012.84     | 0.01%             | 2029-01-23      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN 931759                          | CUSIP: 31412QE88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67318 | PA      | $67923.92      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                           | GENERAL DYNAMICS                   | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1570238.00    | 0.02%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                                               | LITHIA MOTORS                      | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     285000 | PA      | $259598.51     | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BANK 2017-BNK4                                                                  | BANK 2017-BNK4 A4                  | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      19000 | PA      | $17698.80      | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM SOFI_17-D                                        | SOFI 2017-D A2FX                   | CUSIP: 78471CAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      21354 | PA      | $20436.91      | 0.00%             | 2040-09-25      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT                       | CUSIP: 20268JAA1<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     615000 | PA      | $589764.02     | 0.01%             | 2024-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $4958382.44    | 0.07%             | 2026-04-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG                   | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $805821.97     | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AD6995                          | CUSIP: 31418UXZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25552 | PA      | $26078.66      | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     725000 | PA      | $609411.17     | 0.01%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Westfield America Management Ltd                                                | WESTFIELD AMERIC                   | CUSIP: AM9809360<br>LEI: 875500W7WGQNQWSP6E89 | Long             | DBT              | CORP              | AU        |    3724000 | PA      | $4015636.86    | 0.06%             | 2025-03-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                              | BX 2019-OC11 A                     | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     110000 | PA      | $91916.24      | 0.00%             | 2041-12-09      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CO5667                          | CUSIP: 3617FHJL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     495680 | PA      | $434955.87     | 0.01%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1262464.46    | 0.02%             | 2026-12-09      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                        | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2634797.82    | 0.04%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL3409                          | CUSIP: 3617YAYE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     855858 | PA      | $758624.55     | 0.01%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN1111                          | CUSIP: 3617YYGU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3599106 | PA      | $3308821.21    | 0.05%             | 2051-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp                                                           | ENCOMPASS HLTH                     | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     635000 | PA      | $576491.16     | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM1001                          | CUSIP: 3140X4DF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     254774 | PA      | $236327.76     | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE                     | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   10400000 | PA      | $10713266.41   | 0.16%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                       | DH EUROPE                          | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     500000 | PA      | $437437.84     | 0.01%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDX6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3923055.62    | 0.06%             | 2026-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AS8132                          | CUSIP: 36193UA95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107497 | PA      | $98485.49      | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                    | NEWMONT GOLDCORP                   | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    3385000 | PA      | $2884686.61    | 0.04%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | MSBAM 2016-C29 C                   | CUSIP: 61766EBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     160000 | PA      | $140103.74     | 0.00%             | 2049-05-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2071844.60    | 0.03%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EAC9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     510000 | PA      | $499004.10     | 0.01%             | 2024-09-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                          | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $1998883.67    | 0.03%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     520000 | PA      | $471656.45     | 0.01%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| OBX 2022-J2 Trust                                                               | OBX 2022-J2 A13                    | CUSIP: 67115QAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16291810 | PA      | $13804764.53   | 0.20%             | 2052-08-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $1990700.73    | 0.03%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQU                   | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1857534.10    | 0.03%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BR1489                          | CUSIP: 3617LXUN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41534 | PA      | $37675.26      | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K040 X1                       | CUSIP: 3137BEVJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3079216 | PA      | $26433.53      | 0.00%             | 2024-09-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q57339                          | CUSIP: 3132Y1EM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1729443 | PA      | $1657938.19    | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | PHILIPPINES(REP)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |    1185000 | PA      | $1171709.77    | 0.02%             | 2025-04-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3173                          | CUSIP: 36179RQ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22987 | PA      | $21562.39      | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   82000000 | PA      | $71186250.00   | 1.03%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BK6824                          | CUSIP: 3140HLSN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     201837 | PA      | $196986.00     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $2391826.46    | 0.03%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO ENERGY CO                     | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1290089.52    | 0.02%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8209                          | CUSIP: 3132DWDN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1723847 | PA      | $1323145.16    | 0.02%             | 2052-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | 2Y RTR 0.607500 17-JAN-2023        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   36930000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1051317.35    | 0.02%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3330000 | PA      | $2671387.47    | 0.04%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL2892                          | CUSIP: 3617YAF94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     482668 | PA      | $429984.49     | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5457                          | CUSIP: 36179UB27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116348 | PA      | $109621.24     | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12000000 | PA      | $9376874.40    | 0.14%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KazTransGas JSC                                                                 | KAZTRANSGAS JSC                    | CUSIP: AP2207813<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |    1269000 | PA      | $1133296.31    | 0.02%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU                   | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2107762.39    | 0.03%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL2979                          | CUSIP: 3617YAJY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     490687 | PA      | $465719.75     | 0.01%             | 2049-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp                                                            | WMG ACQUISITION                    | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     840000 | PA      | $721104.33     | 0.01%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AP5408                          | CUSIP: 36189CAH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54836 | PA      | $51621.34      | 0.00%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   90825000 | PA      | $91137210.94   | 1.32%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL1814                          | CUSIP: 3617Y9AP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     491619 | PA      | $443057.59     | 0.01%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786146                          | CUSIP: 3622ABWF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11210136 | PA      | $9629369.19    | 0.14%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AI0462                          | CUSIP: 3138ADQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     339956 | PA      | $329875.06     | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7366                          | CUSIP: 36179WFF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1651270 | PA      | $1384882.21    | 0.02%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN9857                          | CUSIP: 3617F95S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8872093 | PA      | $8224951.83    | 0.12%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1919                          | CUSIP: 36179QDY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3515 | PA      | $3298.03       | 0.00%             | 2044-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                           | DIRECTV FINANCIN                   | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     427855 | PA      | $414952.91     | 0.01%             | 2027-08-02      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                     | CUSIP: 822582BY7<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     550000 | PA      | $435791.43     | 0.01%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC / CRC Finco Inc                                   | CAESARS RESORT                     | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     294000 | PA      | $288120.81     | 0.00%             | 2025-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                           | TRANSCONT GAS PL                   | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $333893.16     | 0.00%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 675756                          | CUSIP: 36295NWR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36557 | PA      | $33624.94      | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA3575                          | CUSIP: 31418C6M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46219 | PA      | $42706.22      | 0.00%             | 2038-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CQ5521                          | CUSIP: 3618A8D20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5797818 | PA      | $5306188.40    | 0.08%             | 2050-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 784219                          | CUSIP: 3622A2VL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145962 | PA      | $129680.70     | 0.00%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                            | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1554895.16    | 0.02%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                              | DIAGEO CAP PLC                     | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     850000 | PA      | $888993.40     | 0.01%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | PUBLIC SERV COLO                   | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     550000 | PA      | $599124.54     | 0.01%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1920                          | CUSIP: 36179QDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8222 | PA      | $7997.49       | 0.00%             | 2044-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CHILE)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -700000 | NC      | $-2750.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD1350                          | CUSIP: 3132DNQB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4865830 | PA      | $4728822.82    | 0.07%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199290.11     | 0.00%             | 2026-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1779000 | PA      | $1764646.53    | 0.03%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4719                          | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     489382 | PA      | $456976.81     | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |    3451000 | PA      | $2079224.55    | 0.03%             | 2036-09-23      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2731000 | PA      | $1675713.55    | 0.02%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | AMER ELEC PWR                      | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6687018.50    | 0.10%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                               | EXPEDIA GRP INC                    | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2754188.82    | 0.04%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                           | CK HUTCHISON                       | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $162208.74     | 0.00%             | 2034-10-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                     | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1262378.72    | 0.02%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT                   | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     200000 | PA      | $179733.22     | 0.00%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI                   | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     490000 | PA      | $382958.98     | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                             | CHENIERE ENERGY                    | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     305000 | PA      | $276585.04     | 0.00%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CH0400                          | CUSIP: 3617WRNR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1820320 | PA      | $1623331.09    | 0.02%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 3 2/23                        | CUSIP: 01F030629<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -154500000 | PA      | $-135978107.40 | -1.97%            | 2023-02-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                      | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1105718.72    | 0.02%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS                   | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    1944000 | PA      | $1681054.97    | 0.02%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     720000 | PA      | $626896.73     | 0.01%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP                   | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     200000 | PA      | $170133.96     | 0.00%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU7887                          | CUSIP: 3140M9XR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1114808 | PA      | $921863.37     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN                   | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     780000 | PA      | $752237.81     | 0.01%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7367                          | CUSIP: 36179WFG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4343003 | PA      | $3782669.71    | 0.05%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1545003.34    | 0.02%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    6000000 | PA      | $4817470.74    | 0.07%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13820000 | PA      | $11349675.00   | 0.16%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN3073                          | CUSIP: 3617F2MW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     493696 | PA      | $481264.34     | 0.01%             | 2050-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                      | NUCOR CORP                         | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1154324.39    | 0.02%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AL0755                          | CUSIP: 3138EGZV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42141 | PA      | $43010.32      | 0.00%             | 2041-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_17-A                                           | NAVSL 2017-A A2A                   | CUSIP: 63939XAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      39129 | PA      | $38088.50      | 0.00%             | 2058-12-16      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                        | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $847971.13     | 0.01%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                     | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4085741.50    | 0.06%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6148                          | CUSIP: 36179UZM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24759 | PA      | $24447.19      | 0.00%             | 2049-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA8737                          | CUSIP: 3140QGV79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12268457 | PA      | $11352748.36   | 0.16%             | 2036-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SB0492                          | CUSIP: 3132CWRM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8756503 | PA      | $7855661.19    | 0.11%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                               | CLARIOS GLOBAL L                   | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |      46000 | PA      | $46219.36      | 0.00%             | 2025-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CH7259                          | CUSIP: 3617X0B42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     379037 | PA      | $338060.67     | 0.00%             | 2044-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10                     | MSBAM 2013-C10 C                   | CUSIP: 61762MCB5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $183563.52     | 0.00%             | 2046-07-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1834243.02    | 0.03%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN9839                          | CUSIP: 3617F94Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     493011 | PA      | $453122.50     | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 3.5 1/23                      | CUSIP: 01F032617<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -83300000 | PA      | $-75816011.46  | -1.10%            | 2023-01-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TIDEWATER AUTO RECEIVABLES TRUST TMCAT_18-AA                                    | TMCAT 2018-AA D                    | CUSIP: 88642MAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       3573 | PA      | $3570.59       | 0.00%             | 2024-11-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Gazprom PJSC Via Gaz Capital SA                                                 | GAZPROM                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    1800000 | PA      | $1348675.67    | 0.02%             | 2024-01-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6263.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCI 4.5 1/21                      | CUSIP: 01F042418<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12000000 | PA      | $11917500.00   | 0.17%             | 2023-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| News Corp                                                                       | NEWS CORP                          | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     500000 | PA      | $433251.69     | 0.01%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     229000 | PA      | $192307.63     | 0.00%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4836                          | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11864137 | PA      | $10784871.90   | 0.16%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL8549                          | CUSIP: 3617YGQA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     455142 | PA      | $442874.17     | 0.01%             | 2050-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $4385156.00    | 0.06%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     356000 | PA      | $330088.37     | 0.00%             | 2026-02-13      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                               | HORMEL FOODS CRP                   | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1002511.80    | 0.01%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS0003                          | CUSIP: 3140XFAD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15692147 | PA      | $13640370.92   | 0.20%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5780.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230104               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5616.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     567000 | PA      | $383839.46     | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-E                                      | SOFI 2017-E A2B                    | CUSIP: 83404KAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       8118 | PA      | $8057.79       | 0.00%             | 2040-11-26      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZT2088                          | CUSIP: 3132AEJ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     745053 | PA      | $724536.72     | 0.01%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $1651604.13    | 0.02%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA0559                          | CUSIP: 3140Q7TR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1499314 | PA      | $1469821.79    | 0.02%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                           | TEXAS INSTRUMENT                   | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    5130000 | PA      | $5139975.49    | 0.07%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI                   | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     685000 | PA      | $558614.01     | 0.01%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G07053                          | CUSIP: 3128M9E24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      87182 | PA      | $89973.59      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AJ5704                          | CUSIP: 3138AXKS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     298846 | PA      | $292524.76     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     692000 | PA      | $651517.57     | 0.01%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2332456.32    | 0.03%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BQ3871                          | CUSIP: 3140KPJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1626208 | PA      | $1343439.92    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM8221                          | CUSIP: 3617YUD27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1390683 | PA      | $1239039.53    | 0.02%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8121                          | CUSIP: 3132DWAW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2021908 | PA      | $1658138.29    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                             | NUSTAR LOGISTICS                   | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      55000 | PA      | $53130.97      | 0.00%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CHILE)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -12070000 | NC      | $-47418.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN1117                          | CUSIP: 3617YYG26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1481115 | PA      | $1361206.02    | 0.02%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB2916                          | CUSIP: 3140QNG22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2538531 | PA      | $2311138.32    | 0.03%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS1654                          | CUSIP: 3140XGZU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5763793 | PA      | $5311537.46    | 0.08%             | 2037-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2022-PJ1                                    | GSMBS 2022-PJ1 A4                  | CUSIP: 36263NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9102795 | PA      | $7250944.91    | 0.11%             | 2052-05-28      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN                   | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    6360000 | PA      | $5271362.04    | 0.08%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3350693.52    | 0.05%             | 2026-04-30      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | ASTRAZENECA FIN                    | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $890987.22     | 0.01%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL2234                          | CUSIP: 3617Y9PT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1261238 | PA      | $1123739.15    | 0.02%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                          | GSMS 2014-GC24 B                   | CUSIP: 36253GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     170000 | PA      | $159858.07     | 0.00%             | 2047-09-10      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CJ8808                          | CUSIP: 3617XRYD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     335015 | PA      | $318058.00     | 0.00%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     650000 | PA      | $525760.07     | 0.01%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 2.5 1/23                      | CUSIP: 21H022614<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -102400000 | PA      | $-88832000.00  | -1.29%            | 2023-01-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_16-D                                      | SOFI 2016-D A1                     | CUSIP: 83404LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       3500 | PA      | $3493.62       | 0.00%             | 2039-01-25      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Carrier Global Corp                                                             | CARRIER GLOBAL                     | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    4975000 | PA      | $3769210.20    | 0.05%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BD3601                          | CUSIP: 3140FBAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58613 | PA      | $57430.39      | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QAT7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     679000 | PA      | $643929.70     | 0.01%             | 2026-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_16-6A                                          | NAVSL 2016-6A A2                   | CUSIP: 63940LAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       5253 | PA      | $5251.50       | 0.00%             | 2066-03-25      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   63000000 | PA      | $56463750.00   | 0.82%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                          | HERTZ 2021-2A A                    | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $86740.62      | 0.00%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AL4808                          | CUSIP: 3138EMKW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     314216 | PA      | $322721.77     | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                   | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    3300000 | PA      | $3223628.27    | 0.05%             | 2026-08-11      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Aurizon Finance Pty Ltd                                                         | AURIZON FINANCE                    | CUSIP: N/A<br>LEI: 8945002Q8CO1BE22YB71       | Long             | DBT              | CORP              | AU        |    3900000 | PA      | $2183949.32    | 0.03%             | 2028-03-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CC7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     245000 | PA      | $237125.19     | 0.00%             | 2024-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA2074                          | CUSIP: 36179QJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10345 | PA      | $10062.36      | 0.00%             | 2044-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce PLC                                                                 | ROLLS-ROYCE PLC                    | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |     830000 | PA      | $788694.83     | 0.01%             | 2027-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CHINA)                      | CUSIP: BVN5DEWV7<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |    1200000 | NC      | $-4256.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-736.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                              | JPMDB 2017-C7 A5                   | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $55158.75      | 0.00%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13                   | JPMCC 2013-C13 C                   | CUSIP: 46640JAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     230000 | PA      | $226248.31     | 0.00%             | 2046-01-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R02                                    | CAS 2022-R02 2M1                   | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2452471 | PA      | $2404655.62    | 0.03%             | 2042-01-25      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBS3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     371000 | PA      | $357023.71     | 0.01%             | 2024-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                        | WILLIS NORTH AME                   | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    1585000 | PA      | $1332932.71    | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CJ7316                          | CUSIP: 3617XQDV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1704123 | PA      | $1511739.40    | 0.02%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     400000 | PA      | $518784.29     | 0.01%             | 2038-01-18      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4561                          | CUSIP: 31418EB74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11164537 | PA      | $8570072.45    | 0.12%             | 2052-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8027                          | CUSIP: 3132DV4L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      93473 | PA      | $90244.01      | 0.00%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                          | SPIRIT AEROSYSTE                   | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     123000 | PA      | $99619.80      | 0.00%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BV3053                          | CUSIP: 3140MGMB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2496402 | PA      | $2202637.81    | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CO9432                          | CUSIP: 3617FMPR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1931181 | PA      | $1775535.44    | 0.03%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BC6769                          | CUSIP: 3140F2QX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     869989 | PA      | $841598.58     | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | 2Y RTR 0.602500 03-FEB-2023        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   38496000 | NC      | $0.01          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A92630                          | CUSIP: 3129404P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     260972 | PA      | $266584.19     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMM INC                    | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    2140000 | PA      | $1846900.36    | 0.03%             | 2032-03-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2644719.33    | 0.04%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | CHURCHILL DOWNS                    | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     298000 | PA      | $266670.14     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 784413                          | CUSIP: 3622A23W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     603256 | PA      | $563668.20     | 0.01%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                        | HILCORP ENERGY I                   | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $71485.47      | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                       | KOREA ELEC PWR                     | CUSIP: 500631AX4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |    9680000 | PA      | $9725815.73    | 0.14%             | 2026-04-06      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2018-C8                              | JPMDB 2018-C8 A4                   | CUSIP: 46591ABA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $46990.69      | 0.00%             | 2051-06-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA1932                          | CUSIP: 3140Q9EE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     428663 | PA      | $420254.00     | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RES PRTNRS                   | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1432685.76    | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUST 3YR BOND FUT Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -106 | NC      | $103051.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                    | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     500000 | PA      | $350996.54     | 0.01%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                        | CUSIP: 842587DM6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    3465000 | PA      | $3490333.90    | 0.05%             | 2025-10-06      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2022-PJ6                                    | GSMBS 2022-PJ6 A24                 | CUSIP: 36267JBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36648023 | PA      | $29822328.52   | 0.43%             | 2053-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61746BDZ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     707000 | PA      | $684678.77     | 0.01%             | 2026-01-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | BOOKING HLDS INC                   | CUSIP: 09857LAX6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     626000 | PA      | $676745.35     | 0.01%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                       | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1013230.84    | 0.01%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                               | DEVON ENERGY                       | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     307000 | PA      | $310175.68     | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     700000 | PA      | $636661.40     | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT OP PTNR/FINL                   | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     575000 | PA      | $395581.83     | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                                 | BANK 2022-BNK40 A4                 | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90000 | PA      | $78858.14      | 0.00%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4197                          | CUSIP: 36179SUW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5404 | PA      | $5257.00       | 0.00%             | 2047-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                          | CENTERPOINT ENER                   | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    2730000 | PA      | $2249843.40    | 0.03%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BE4202                          | CUSIP: 3140FPU49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     438975 | PA      | $406406.34     | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                         | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1099805.26    | 0.02%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     500000 | PA      | $460443.38     | 0.01%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                | DT MIDSTREAM                       | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     455000 | PA      | $390354.00     | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU7896                          | CUSIP: 3140M9X28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5098824 | PA      | $4370043.87    | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9328.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                          | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     300000 | PA      | $240824.71     | 0.00%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                       | DH EUROPE                          | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    1120000 | PA      | $845655.88     | 0.01%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS                   | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     310000 | PA      | $260525.81     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                   | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1593000 | PA      | $1543829.68    | 0.02%             | 2025-07-09      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                    | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    2540000 | PA      | $2136693.69    | 0.03%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C4                                         | CFCRE 2016-C4 A4                   | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60500 | PA      | $56052.15      | 0.00%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 5183 KZ                        | CUSIP: 3137H4ZR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2321204 | PA      | $1352710.19    | 0.02%             | 2052-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-1                                               | JPMMT 2022-1 A2                    | CUSIP: 46654WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6988992 | PA      | $5827071.68    | 0.08%             | 2052-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Mattel Inc                                                                      | MATTEL INC                         | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     250000 | PA      | $230351.33     | 0.00%             | 2026-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD1212                          | CUSIP: 3132DNKZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4666166 | PA      | $4334039.69    | 0.06%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | UPJOHN INC                         | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     200000 | PA      | $170913.88     | 0.00%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CK2537                          | CUSIP: 3617XWZA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1285191 | PA      | $1140089.63    | 0.02%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENER                   | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     215000 | PA      | $178205.03     | 0.00%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2900000 | PA      | $2682724.29    | 0.04%             | 2025-05-24      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5400                          | CUSIP: 36179T7M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     189750 | PA      | $188727.09     | 0.00%             | 2048-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM3870                          | CUSIP: 3140X7JQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     158348 | PA      | $146974.09     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4100                          | CUSIP: 31418DRW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1357883 | PA      | $1113612.33    | 0.02%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1859640.56    | 0.03%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AW5174                          | CUSIP: 36195TXB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48655 | PA      | $44578.98      | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                      | VMWARE INC                         | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     500000 | PA      | $465158.01     | 0.01%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| OBX 2022-INV5 Trust                                                             | OBX 2022-INV5 A1                   | CUSIP: 67448JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5976354 | PA      | $5374983.12    | 0.08%             | 2052-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     400000 | PA      | $373554.97     | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_22-5                                                  | VZMT 2022-5 A1A                    | CUSIP: 92348KAV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3560000 | PA      | $3508571.88    | 0.05%             | 2027-07-20      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                         | KEY BANK NA                        | CUSIP: 49327M2K9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     200000 | PA      | $192391.05     | 0.00%             | 2025-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | PHILIPPINES(REP)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |    5744000 | PA      | $4160191.53    | 0.06%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                       | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     831000 | PA      | $643232.43     | 0.01%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA0934                          | CUSIP: 36179NBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8897 | PA      | $8484.53       | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16                   | JPMCC 2013-C16 A3                  | CUSIP: 46641BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4754 | PA      | $4702.70       | 0.00%             | 2046-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                       | PACKAGING CORP                     | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     230000 | PA      | $211900.72     | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                  | OMEGA HEALTHCARE                   | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    1836000 | PA      | $1419573.24    | 0.02%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2332000 | PA      | $1982646.02    | 0.03%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    5990000 | PA      | $6104685.92    | 0.09%             | 2026-10-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-4                   | GMCAR 2022-4 A2A                   | CUSIP: 36265QAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11000000 | PA      | $10949529.80   | 0.16%             | 2025-11-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET COR                   | CUSIP: 857477AT0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     282000 | PA      | $274484.87     | 0.00%             | 2025-08-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CB2365                          | CUSIP: 3617UMTW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     309081 | PA      | $276593.26     | 0.00%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CK7840                          | CUSIP: 3617Y3V92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     445008 | PA      | $408328.06     | 0.01%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA2826                          | CUSIP: 36179RD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6548 | PA      | $6142.04       | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD1279                          | CUSIP: 3132DNM42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1825080 | PA      | $1784290.71    | 0.03%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                       | PACKAGING CORP                     | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     150000 | PA      | $115173.09     | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA0833                          | CUSIP: 3140Q74T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41288 | PA      | $38325.55      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                | ANHEUSER-BUSCH                     | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $3812035.12    | 0.06%             | 2044-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $5235014.54    | 0.08%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                    | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1546289.95    | 0.02%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_21-1                             | GMREV 2021-1 A                     | CUSIP: 36263HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     520000 | PA      | $451891.96     | 0.01%             | 2034-06-12      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     515000 | PA      | $417061.71     | 0.01%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6900000 | PA      | $5537250.00    | 0.08%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                              | COTERRA ENERGY                     | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     655000 | PA      | $612144.71     | 0.01%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                           | 3M CO                              | CUSIP: 88579YAV3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92279.85      | 0.00%             | 2026-09-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                      | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |     900000 | PA      | $747254.49     | 0.01%             | 2032-10-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                   | FORD MOTOR CO                      | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      20000 | PA      | $22652.05      | 0.00%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN9875                          | CUSIP: 3617F96L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     462104 | PA      | $423181.57     | 0.01%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp                                                         | KOREA NATL OIL                     | CUSIP: 50066RAM8<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    5000000 | PA      | $4429475.60    | 0.06%             | 2025-10-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                    | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     305000 | PA      | $252677.56     | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $1584544.97    | 0.02%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA3908                          | CUSIP: 31418DKW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     820528 | PA      | $805508.16     | 0.01%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM9861                          | CUSIP: 3140XD5X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     670612 | PA      | $653374.77     | 0.01%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                     | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     515000 | PA      | $395238.97     | 0.01%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST 2022-1 DTRT_22-1                                    | DTRT 2022-1 A2                     | CUSIP: 233869AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3170000 | PA      | $3163095.42    | 0.05%             | 2024-09-16      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4770000 | PA      | $4202750.07    | 0.06%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BN6116                          | CUSIP: 3140JNYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8148 | PA      | $7967.29       | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7739523.35    | 0.11%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1251817.56    | 0.02%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM2214                          | CUSIP: 3140X5N82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     423771 | PA      | $414054.54     | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 785958                          | CUSIP: 3622ABQK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17621642 | PA      | $14938948.04   | 0.22%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | NATL RURAL UTIL                    | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     177000 | PA      | $162861.52     | 0.00%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD7527                          | CUSIP: 3132DVLG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8356539 | PA      | $6923811.85    | 0.10%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                            | APPALACHIAN PWR                    | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     500000 | PA      | $413950.96     | 0.01%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                    | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4600626.63    | 0.07%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1285                          | CUSIP: 36179NNA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19276 | PA      | $18086.43      | 0.00%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5699.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR                   | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    5500000 | PA      | $5110284.30    | 0.07%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU7830                          | CUSIP: 3140M9VY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2202553 | PA      | $1889663.18    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                    | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    4230000 | PA      | $3794918.95    | 0.06%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K068 X1                       | CUSIP: 3137FBBZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3024790 | PA      | $50517.62      | 0.00%             | 2027-08-25      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1011                          | CUSIP: 36179NDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63047 | PA      | $57137.42      | 0.00%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA2169                          | CUSIP: 3140Q9MT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     259596 | PA      | $255335.31     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | WYNN RESORTS FIN                   | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     335000 | PA      | $333539.49     | 0.00%             | 2025-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                      | STANLEY BLACK                      | CUSIP: 854502AK7<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     265000 | PA      | $252481.76     | 0.00%             | 2026-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QD3482                          | CUSIP: 3133B02P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2461177 | PA      | $2164466.35    | 0.03%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                               | TAMPA ELECTRIC                     | CUSIP: 875127BK7<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1548105.03    | 0.02%             | 2024-07-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | NOVARTIS CAPITAL                   | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     850000 | PA      | $591407.19     | 0.01%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA2961                          | CUSIP: 36179RJE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19981 | PA      | $18742.92      | 0.00%             | 2045-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp                                                                   | TOPBUILD CORP                      | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     310000 | PA      | $251864.06     | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8071                          | CUSIP: 3132DV6G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      77769 | PA      | $76340.67      | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG                   | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1769789.56    | 0.03%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                     | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1725339.62    | 0.03%             | 2025-04-04      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Bermuda Government International Bond                                           | BERMUDA-GOVT OF                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BM        |    3881000 | PA      | $2741302.82    | 0.04%             | 2050-08-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                     | PNC BANK NA                        | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     250000 | PA      | $233647.79     | 0.00%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                     | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $922893.82     | 0.01%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1101758.40    | 0.02%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $1860299.12    | 0.03%             | 2026-03-13      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 Mortgage Trust                                                      | CD 2017-CD4 A4                     | CUSIP: 12515DAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $55529.39      | 0.00%             | 2050-05-10      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BF9981                          | CUSIP: 3617GHCS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140044 | PA      | $131128.37     | 0.00%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                              | CONN LIGHT & PWR                   | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     250000 | PA      | $208970.59     | 0.00%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BD7443                          | CUSIP: 3140FFHV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     231430 | PA      | $221948.96     | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     933000 | PA      | $887919.98     | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN 890727                          | CUSIP: 31410LSQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     990804 | PA      | $998910.80     | 0.01%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZL5184                          | CUSIP: 3131XLXM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     215829 | PA      | $193386.17     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL2804                          | CUSIP: 3617YADH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1366050 | PA      | $1253182.45    | 0.02%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AS8451                          | CUSIP: 3138WJL97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19648 | PA      | $17652.69      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL                   | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $171023.24     | 0.00%             | 2030-07-16      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA7928                          | CUSIP: 3133KPYZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6325839 | PA      | $6117062.59    | 0.09%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                              | COTERRA ENERGY                     | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    2440000 | PA      | $2293150.53    | 0.03%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                     | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    6335000 | PA      | $6337329.44    | 0.09%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |  264500000 | PA      | $12812371.04   | 0.19%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     168000 | PA      | $151273.77     | 0.00%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4502                          | CUSIP: 36179TAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8233 | PA      | $7645.09       | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CK8873                          | CUSIP: 3617Y42E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     688142 | PA      | $609961.16     | 0.01%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QD3973                          | CUSIP: 3133B1MW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1778330 | PA      | $1563976.62    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CJ2619                          | CUSIP: 3617XJ4C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1435796 | PA      | $1362963.21    | 0.02%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                           | SOUTHWEST AIR                      | CUSIP: 844741BJ6<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     938000 | PA      | $941190.22     | 0.01%             | 2025-05-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      20000 | PA      | $17892.85      | 0.00%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-F                                      | SOFI 2017-F A2FX                   | CUSIP: 83401BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      38007 | PA      | $36541.72      | 0.00%             | 2041-01-25      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2851601.07    | 0.04%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | LIVE NATION ENT                    | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      15000 | PA      | $12843.49      | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     468000 | PA      | $432499.73     | 0.01%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU7586                          | CUSIP: 3140M9NC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1740146 | PA      | $1584049.65    | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CJ8798                          | CUSIP: 3617XRX31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     423935 | PA      | $377849.85     | 0.01%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     100000 | PA      | $89360.36      | 0.00%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR5                                  | PROG 2022-SFR5 B                   | CUSIP: 74332YAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $94640.48      | 0.00%             | 2039-06-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (SOAF)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -360000 | NC      | $-6976.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | UNITED TECH CORP                   | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    2879000 | PA      | $3043656.14    | 0.04%             | 2036-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                          | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     291000 | PA      | $232252.31     | 0.00%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP                   | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $855254.89     | 0.01%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                    | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     700000 | PA      | $499722.25     | 0.01%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU9845                          | CUSIP: 3140MB5F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3081459 | PA      | $2710102.75    | 0.04%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU7819                          | CUSIP: 3140M9VM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1419682 | PA      | $1174041.90    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-1                             | FORDF 2020-1 D                     | CUSIP: 34528QHP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     230000 | PA      | $223687.79     | 0.00%             | 2025-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     298000 | PA      | $274014.67     | 0.00%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA4185                          | CUSIP: 3140QBUK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     871956 | PA      | $852994.62     | 0.01%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     830000 | PA      | $653462.67     | 0.01%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                      | PERFORMANCE FOOD                   | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      80000 | PA      | $69303.13      | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                 | WEYERHAEUSER CO                    | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    2479000 | PA      | $2268709.18    | 0.03%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN1780                          | CUSIP: 3617YY6R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     863879 | PA      | $842258.77     | 0.01%             | 2050-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                      | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     290000 | PA      | $244623.52     | 0.00%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | CONSUMERS ENERGY                   | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     900000 | PA      | $818630.13     | 0.01%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BJ4581                          | CUSIP: 3140H6CT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     132803 | PA      | $123076.23     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1341000 | PA      | $1343877.54    | 0.02%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786219                          | CUSIP: 3622ABYQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8721409 | PA      | $7392806.24    | 0.11%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                      | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     700000 | PA      | $683663.69     | 0.01%             | 2025-03-22      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2564000 | PA      | $2440891.05    | 0.04%             | 2024-12-10      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4838                          | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2030876 | PA      | $1959898.94    | 0.03%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K062 X1                       | CUSIP: 3137BUX86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   51795231 | PA      | $538628.97     | 0.01%             | 2026-12-25      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23620000 | PA      | $21483126.94   | 0.31%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UWM Mortgage Trust 2021-INV3                                                    | UWM 2021-INV3 A3                   | CUSIP: 90355RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4309875 | PA      | $3433084.75    | 0.05%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-3                   | GMCAR 2022-3 A2A                   | CUSIP: 36265WAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5830000 | PA      | $5774304.84    | 0.08%             | 2025-09-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                       | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     500000 | PA      | $358692.38     | 0.01%             | 2039-12-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     750000 | PA      | $535713.60     | 0.01%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1282251.76    | 0.02%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (T)                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -13530000 | NC      | $16236.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | ESSEX PORTFOLIO                    | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     920000 | PA      | $744489.13     | 0.01%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     880000 | PA      | $827783.55     | 0.01%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN9861                          | CUSIP: 3617F95W8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1875097 | PA      | $1821621.10    | 0.03%             | 2050-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS KIR1 X                        | CUSIP: 3137BP7A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   72235704 | PA      | $2018460.61    | 0.03%             | 2026-03-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION                   | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      65000 | PA      | $62076.88      | 0.00%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM8760                          | CUSIP: 3140XCWW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1159153 | PA      | $1067138.49    | 0.02%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CP0141                          | CUSIP: 3617FPEN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     992857 | PA      | $942458.85     | 0.01%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC                    | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     270000 | PA      | $262689.84     | 0.00%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3035                          | CUSIP: 36179RLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6070 | PA      | $5904.07       | 0.00%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD7538                          | CUSIP: 3132DVLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5673004 | PA      | $4707482.80    | 0.07%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | REPUBLIC OF PERU                   | CUSIP: 715638AS1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     967000 | PA      | $1013501.00    | 0.01%             | 2025-07-21      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU7895                          | CUSIP: 3140M9XZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1952440 | PA      | $1675419.77    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                     | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    2295000 | PA      | $1715993.65    | 0.02%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN9858                          | CUSIP: 3617F95T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1414866 | PA      | $1295025.70    | 0.02%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                      | CD 2017-CD6 AM                     | CUSIP: 125039AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     130000 | PA      | $115924.11     | 0.00%             | 2050-11-13      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                     | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    2850000 | PA      | $2883985.17    | 0.04%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HLDG                   | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    3910000 | PA      | $3794898.79    | 0.06%             | 2024-03-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CK4100                          | CUSIP: 3617XYRV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5187771 | PA      | $4774011.28    | 0.07%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                     | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |     500000 | PA      | $366208.97     | 0.01%             | 2056-08-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9000000 | PA      | $7596562.50    | 0.11%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5866                          | CUSIP: 36179UQT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8138 | PA      | $7668.07       | 0.00%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                    | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    4056000 | PA      | $3219927.96    | 0.05%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $890536.13     | 0.01%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL2959                          | CUSIP: 3617YAJC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     795823 | PA      | $755430.38     | 0.01%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                  | AON PLC                            | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     478000 | PA      | $407443.12     | 0.01%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-INV1 Trust                                                            | GCAT 2022-INV1 A1                  | CUSIP: 36168YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30034313 | PA      | $24815850.96   | 0.36%             | 2051-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Setanta Aircraft Leasing DAC                                                    | SETANTA AIRCRAFT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |    1745000 | PA      | $1733003.13    | 0.03%             | 2028-11-05      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1411613.72    | 0.02%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ANTHEM INC                         | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $1871368.79    | 0.03%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3393461.46    | 0.05%             | 2025-05-01      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38148LAC0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     359000 | PA      | $347360.76     | 0.01%             | 2025-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BZ4016                          | CUSIP: 3617QYN92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5831464 | PA      | $5072478.88    | 0.07%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BO8525                          | CUSIP: 3140K4PK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     451946 | PA      | $406847.15     | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     200000 | PA      | $161933.04     | 0.00%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN1777                          | CUSIP: 3617YY6N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     444503 | PA      | $407693.51     | 0.01%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3655000 | PA      | $3689627.73    | 0.05%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                      | DAVITA INC                         | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     415000 | PA      | $309516.24     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q40718                          | CUSIP: 3132WDYQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42566 | PA      | $39636.91      | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10470000 | PA      | $8572312.50    | 0.12%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K140 X1                       | CUSIP: 3137H6M36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  124893991 | PA      | $2767451.01    | 0.04%             | 2032-01-25      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                     | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1821669.40    | 0.03%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                             | NESTLE HOLDINGS                    | CUSIP: 641062AS3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2116008.45    | 0.03%             | 2027-09-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                     | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1421000 | PA      | $1323451.69    | 0.02%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SPCM SA                                                                         | SPCM SA                            | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     155000 | PA      | $134127.97     | 0.00%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                     | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $883697.62     | 0.01%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D                   | CUSIP: 68233JBZ6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2673777.69    | 0.04%             | 2025-10-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |    1250000 | PA      | $834682.36     | 0.01%             | 2025-02-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                     | CUSIP: 254687DK9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     375000 | PA      | $354633.08     | 0.01%             | 2026-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                         | VOLKSWAGEN LEAS                    | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |    1800000 | PA      | $1491183.31    | 0.02%             | 2029-01-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                                          | GSMS 2020-GC45 AAB                 | CUSIP: 36258YBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     325000 | PA      | $294539.96     | 0.00%             | 2053-02-13      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN9878                          | CUSIP: 3617F96P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1441575 | PA      | $1337092.59    | 0.02%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B2 Mortgage Trust                                                | BMARK 2018-B2 A5                   | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     360000 | PA      | $339151.93     | 0.00%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                         | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1647102.53    | 0.02%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                   | HEALTHCARE RLTY                    | CUSIP: 42225UAJ3<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     775000 | PA      | $738528.31     | 0.01%             | 2025-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2328000 | PA      | $2106593.30    | 0.03%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                     | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1481484.82    | 0.02%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM7311                          | CUSIP: 3140XBDR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     949122 | PA      | $930600.94     | 0.01%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4791781.70    | 0.07%             | 2024-10-24      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AL3915                          | CUSIP: 3138ELK51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     142248 | PA      | $138184.33     | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3547.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     500000 | PA      | $384289.69     | 0.01%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                          | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     195000 | PA      | $200445.70     | 0.00%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1494642.30    | 0.02%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD                   | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1230379.15    | 0.02%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB4833                          | CUSIP: 3140QQLP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6855933 | PA      | $6762249.76    | 0.10%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC                   | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     755000 | PA      | $415468.49     | 0.01%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU                   | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     380000 | PA      | $379413.65     | 0.01%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                | ORGANON & CO/ORG                   | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $398438.49     | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AB1808                          | CUSIP: 31416XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     565162 | PA      | $549395.73     | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B15 Mortgage Trust                                               | BMARK 2019-B15 AAB                 | CUSIP: 08160KAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $271962.54     | 0.00%             | 2072-12-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q57229                          | CUSIP: 3132Y1A73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1373322 | PA      | $1316932.68    | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QB8131                          | CUSIP: 3133AFA84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12545664 | PA      | $10269393.41   | 0.15%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTRM                    | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $928479.77     | 0.01%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AU5874                          | CUSIP: 3138X5Q42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     573406 | PA      | $560135.68     | 0.01%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CJ6438                          | CUSIP: 3617XPEK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2331285 | PA      | $2013197.37    | 0.03%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark de Mexico SAB de CV                                              | KIMBERLY-CLA MEX                   | CUSIP: N/A<br>LEI: 549300JGHL56QT00KT54       | Long             | DBT              | CORP              | MX        |    7000000 | PA      | $6625931.90    | 0.10%             | 2025-03-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA2777                          | CUSIP: 31418CCP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45167 | PA      | $39323.76      | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                    | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1043377.62    | 0.02%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB BANK ASA                       | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |    5075000 | PA      | $5141189.14    | 0.07%             | 2026-05-31      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH                   | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1056140.35    | 0.02%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                         | CUSIP: 31428XAT3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $1753289.10    | 0.03%             | 2042-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV6                                              | JPMMT 2021-INV6 A2                 | CUSIP: 46654FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1458345 | PA      | $1215895.29    | 0.02%             | 2052-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-12038.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | KINDER MORGAN EN                   | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2891000 | PA      | $2830322.19    | 0.04%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                          | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     925000 | PA      | $660521.38     | 0.01%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL6048                          | CUSIP: 3617YDWH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1564273 | PA      | $1485335.70    | 0.02%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AJ1920                          | CUSIP: 3138ATD23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     316381 | PA      | $307009.59     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     700000 | PA      | $662682.20     | 0.01%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BQ5154                          | CUSIP: 3617LPWP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122373 | PA      | $111197.31     | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU7845                          | CUSIP: 3140M9WF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     823266 | PA      | $723905.70     | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13762000 | PA      | $11577282.50   | 0.17%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                       | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    2990000 | PA      | $2522758.74    | 0.04%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7749.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust No. 22                                      | PEPAU 22A A1U                      | CUSIP: 71338AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      24500 | PA      | $24415.72      | 0.00%             | 2060-06-20      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | MASTERCARD INC                     | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1421846.18    | 0.02%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5331                          | CUSIP: 36179T4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7897548 | PA      | $7784546.30    | 0.11%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-INV3 Trust                                                            | GCAT 2022-INV3 1A13                | CUSIP: 36830RAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9220470 | PA      | $7908350.75    | 0.11%             | 2052-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                         | DIGITAL REALTY                     | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     200000 | PA      | $178780.09     | 0.00%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Resimac MBS Trust                                                               | RESI 2018-2A A1A                   | CUSIP: 76119TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      10299 | PA      | $10286.65      | 0.00%             | 2050-04-10      | Floating      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| State of Wisconsin                                                              | WISCONSIN-A-REF-TXBL               | CUSIP: 977100EL6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     500000 | PA      | $449232.30     | 0.01%             | 2036-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230111               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-113.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2051000 | PA      | $2088297.33    | 0.03%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN                   | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1192982.81    | 0.02%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                    | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     500000 | PA      | $365877.31     | 0.01%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                     | NVIDIA CORP                        | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1385356.02    | 0.02%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                        | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     350000 | PA      | $292728.56     | 0.00%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $31315.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM6995                          | CUSIP: 3140XAXZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1064059 | PA      | $912431.51     | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | UNITED PARCEL                      | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    6710000 | PA      | $7432188.31    | 0.11%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA3057                          | CUSIP: 31418CMF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     151750 | PA      | $140857.68     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     157000 | PA      | $149008.84     | 0.00%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BW6871                          | CUSIP: 3140MYT51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     992442 | PA      | $965910.95     | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CREDIT CARD TRUST BACCT_21-A1                                   | BACCT 2021-A1 A1                   | CUSIP: 05522RDD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1250000 | PA      | $1176115.88    | 0.02%             | 2026-09-15      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 4 1/23                        | CUSIP: 01F040610<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -23400000 | PA      | $-21992344.92  | -0.32%            | 2023-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2910000 | PA      | $2507869.02    | 0.04%             | 2027-05-24      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                     | WORKDAY INC                        | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    3160000 | PA      | $2898682.63    | 0.04%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL2314                          | CUSIP: 3617Y9SB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     473166 | PA      | $434030.51     | 0.01%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS0676                          | CUSIP: 3140XFXE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1679751 | PA      | $1561243.49    | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | ARDAGH PKG FIN                     | CUSIP: 03969AAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     116000 | PA      | $110962.64     | 0.00%             | 2025-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Tap Rock Resources LLC                                                          | TAP ROCK RESOURC                   | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |     420000 | PA      | $390824.77     | 0.01%             | 2026-10-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                         | VOLKSWAGEN LEAS                    | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |    1147000 | PA      | $1059329.42    | 0.02%             | 2026-07-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Canpack SA / Canpack US LLC                                                     | CANPACK SA                         | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     850000 | PA      | $673015.39     | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                                      | CD 2016-CD1 C                      | CUSIP: 12514MBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     270000 | PA      | $232621.44     | 0.00%             | 2049-08-10      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                     | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    4020000 | PA      | $3662246.17    | 0.05%             | 2029-04-05      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | EXELON GENERATIO                   | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    2530000 | PA      | $2588033.19    | 0.04%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-4                               | SDART 2022-4 A3                    | CUSIP: 80286FAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8110000 | PA      | $7904444.75    | 0.11%             | 2027-02-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL2891                          | CUSIP: 3617YAF86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     441895 | PA      | $393891.66     | 0.01%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC40                                          | GSMS 2019-GC40 A4                  | CUSIP: 36257HBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $52759.90      | 0.00%             | 2052-07-10      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                        | FMC CORP                           | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     135000 | PA      | $107429.42     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| USAA AUTO OWNER TRUST USAOT_22-A                                                | USAOT 2022-A A2                    | CUSIP: 90291UAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7310000 | PA      | $7287996.90    | 0.11%             | 2025-02-18      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5315000 | PA      | $5505033.41    | 0.08%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2020-DNA6                                         | STACR 2020-DNA6 M2                 | CUSIP: 35566CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1654797 | PA      | $1612369.83    | 0.02%             | 2050-12-25      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BJ6294                          | CUSIP: 3140H77G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27336 | PA      | $23767.73      | 0.00%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QD5844                          | CUSIP: 3133B3P50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1688663 | PA      | $1383131.56    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM3370                          | CUSIP: 3617YNW71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     491562 | PA      | $465933.57     | 0.01%             | 2049-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CI4926                          | CUSIP: 3617X9PK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     463659 | PA      | $410981.66     | 0.01%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3310                          | CUSIP: 36179RVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     968483 | PA      | $901587.38     | 0.01%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                    | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1374340.00    | 0.02%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |    2054000 | PA      | $1735335.28    | 0.03%             | 2026-10-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA2073                          | CUSIP: 36179QJS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7022 | PA      | $6667.00       | 0.00%             | 2044-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     344000 | PA      | $319564.77     | 0.00%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                              | STEEL DYNAMICS                     | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     555000 | PA      | $519923.46     | 0.01%             | 2025-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM2321                          | CUSIP: 3617YMSJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     475710 | PA      | $451486.96     | 0.01%             | 2049-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8190                          | CUSIP: 3132DWC35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3667091 | PA      | $3228106.58    | 0.05%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL5971                          | CUSIP: 3617YDT44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     707103 | PA      | $630808.28     | 0.01%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     433000 | PA      | $404227.33     | 0.01%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3                                  | PROG 2022-SFR3 B                   | CUSIP: 74331UAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $89216.20      | 0.00%             | 2039-04-17      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G06252                          | CUSIP: 3128M8H56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34590 | PA      | $33823.34      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | CHUBB INA HLDGS                    | CUSIP: 171239AA4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1318752.89    | 0.02%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AX8000                          | CUSIP: 3138Y93J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     251775 | PA      | $249786.11     | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5790000 | PA      | $5143944.45    | 0.07%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                           | DOWDUPONT                          | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     380000 | PA      | $368236.59     | 0.01%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2021-3                                                   | SEMT 2021-3 A1                     | CUSIP: 81748VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2999707 | PA      | $2393203.90    | 0.03%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6645                          | CUSIP: 36179VL24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4181265 | PA      | $3583396.62    | 0.05%             | 2050-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                     | TRUIST BANK                        | CUSIP: 89788JAA7<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     200000 | PA      | $185653.31     | 0.00%             | 2025-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HLDGS PLC                     | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     900000 | PA      | $993199.13     | 0.01%             | 2040-03-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91086QAZ1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1150000 | PA      | $969388.92     | 0.01%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                           | PACCAR FINL CORP                   | CUSIP: 69371RR73<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    7863000 | PA      | $7539071.92    | 0.11%             | 2025-04-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                         | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |    2100000 | PA      | $1964685.05    | 0.03%             | 2025-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                     | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     286000 | PA      | $236575.20     | 0.00%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1148560.58    | 0.02%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| OBX 2022-J2 Trust                                                               | OBX 2022-J2 A14                    | CUSIP: 67115QAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10893879 | PA      | $8864894.28    | 0.13%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-2                                | GMALT 2020-2 D                     | CUSIP: 36259PAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     140000 | PA      | $139642.40     | 0.00%             | 2024-12-20      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |   10660000 | PA      | $11422271.07   | 0.17%             | 2029-09-27      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| First Student Bidco Inc                                                         | FIRST STUDENT BI                   | CUSIP: 33718FAF7<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      28000 | PA      | $26670.00      | 0.00%             | 2028-07-21      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| AdventHealth Obligated Group                                                    | ADVENTHEALTH                       | CUSIP: 00778XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5700000 | PA      | $3631575.62    | 0.05%             | 2051-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                             | SIRIUS XM RADIO                    | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      70000 | PA      | $64773.89      | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BA4794                          | CUSIP: 3140E9KG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2897597 | PA      | $2716675.31    | 0.04%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                     | CUSIP: AZ7115639<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    8000000 | PA      | $5458936.56    | 0.08%             | 2029-07-26      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU0685                          | CUSIP: 3140M1XP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     482746 | PA      | $398619.10     | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BK5246                          | CUSIP: 3140HJZL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61078 | PA      | $59844.83      | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_22-1                                         | FORDR 2022-1 C                     | CUSIP: 34528EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1250000 | PA      | $1197110.63    | 0.02%             | 2034-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-LC22                                 | WFCM 2015-LC22 C                   | CUSIP: 94989TBF0<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |     160000 | PA      | $144249.71     | 0.00%             | 2058-09-15      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                                   | COMMSCOPE INC                      | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     239000 | PA      | $171878.43     | 0.00%             | 2028-07-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $1537954.41    | 0.02%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL5957                          | CUSIP: 3617YDTN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     403016 | PA      | $357644.20     | 0.01%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                 | FREDDIE MAC                        | CUSIP: 3134GXS88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  210400000 | PA      | $206845502.40  | 3.00%             | 2025-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM2512                          | CUSIP: 3617YMYH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     493566 | PA      | $452601.65     | 0.01%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA3851                          | CUSIP: 31418DH54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1002797 | PA      | $980147.72     | 0.01%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH                   | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $946517.22     | 0.01%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cable One Inc                                                                   | CABLE ONE INC                      | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     350000 | PA      | $272676.01     | 0.00%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                             | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |     896000 | PA      | $1007759.77    | 0.01%             | 2054-01-16      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE6 Mortgage Trust                                                  | COMM 2013-CR6 B                    | CUSIP: 12624XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     210000 | PA      | $209271.59     | 0.00%             | 2046-03-10      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | CONTINENTAL RESO                   | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1734444.02    | 0.03%             | 2026-11-15      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BN4488                          | CUSIP: 3140JL7A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      71569 | PA      | $70004.84      | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BV3047                          | CUSIP: 3140MGL58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4337312 | PA      | $3843233.81    | 0.06%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc                                                           | BAUSCH HEALTH                      | CUSIP: N/A<br>LEI: B3BS7ACMDUWISF18KY76       | Long             | LON              | CORP              | CA        |     409500 | PA      | $313779.38     | 0.00%             | 2027-02-01      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     440000 | PA      | $363571.54     | 0.01%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB4843                          | CUSIP: 3140QQLZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6856749 | PA      | $6897932.42    | 0.10%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL7632                          | CUSIP: 3617YFPR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     907606 | PA      | $832601.02     | 0.01%             | 2050-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CK3153                          | CUSIP: 3617XXQE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     444504 | PA      | $421882.21     | 0.01%             | 2049-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5460000 | PA      | $4591426.04    | 0.07%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BQ3023                          | CUSIP: 3140KNLD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4950419 | PA      | $4081623.82    | 0.06%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZT2242                          | CUSIP: 3132AEP34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     982114 | PA      | $961971.32     | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AT5124                          | CUSIP: 3138WSVS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32511 | PA      | $30338.54      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   95000000 | PA      | $89730464.00   | 1.30%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                                         | FIRST STUDENT BI                   | CUSIP: 33718FAE0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     416002 | PA      | $396241.91     | 0.01%             | 2028-07-21      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C46                                  | WFCM 2018-C46 A4                   | CUSIP: 95001QAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $28256.06      | 0.00%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QU7237                          | CUSIP: 3133JLBE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      37033 | PA      | $33692.66      | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA2771                          | CUSIP: 31418CCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     244590 | PA      | $219744.72     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1629976.18    | 0.02%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS                   | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4254852.58    | 0.06%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                     | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    6230000 | PA      | $6212072.30    | 0.09%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | GLOBAL PAY INC                     | CUSIP: 37940XAF9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2382040.93    | 0.03%             | 2024-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-440072.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786159                          | CUSIP: 3622ABWU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8216238 | PA      | $7314678.52    | 0.11%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QC2114                          | CUSIP: 3133ALK31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     232083 | PA      | $200215.10     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                     | GLAXOSMITHKLINE                    | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     298000 | PA      | $286319.88     | 0.00%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QU7298                          | CUSIP: 3133JLDB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     108555 | PA      | $98466.53      | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8253                          | CUSIP: 3132DWE25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1108421 | PA      | $1136369.02    | 0.02%             | 2052-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA3561                          | CUSIP: 31418C5X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     169542 | PA      | $164497.00     | 0.00%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA4098                          | CUSIP: 3133KKRT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22816230 | PA      | $19640436.52   | 0.29%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     185000 | PA      | $149102.34     | 0.00%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU7831                          | CUSIP: 3140M9VZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7116177 | PA      | $6099552.43    | 0.09%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6033                          | CUSIP: 36179UV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19904 | PA      | $19653.84      | 0.00%             | 2049-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3244                          | CUSIP: 36179RS91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67643 | PA      | $62970.34      | 0.00%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6756                          | CUSIP: 36179VQH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1971302 | PA      | $1646138.60    | 0.02%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 4.5 1/23                      | CUSIP: 21H042612<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -7250000 | PA      | $-7042694.95   | -0.10%            | 2023-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | ACE INA HOLDINGS                   | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1483966.81    | 0.02%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CO9439                          | CUSIP: 3617FMPY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     495235 | PA      | $455138.63     | 0.01%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AV3565                          | CUSIP: 36195D6A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1957 | PA      | $1918.90       | 0.00%             | 2046-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                 | FREDDIE MAC                        | CUSIP: 3134GXR63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  117000000 | PA      | $114744474.00  | 1.67%             | 2025-08-28      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                          | BOSTON SCIENTIFC                   | CUSIP: 101137AZ0<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $933942.25     | 0.01%             | 2025-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN                   | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $1791263.60    | 0.03%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786279                          | CUSIP: 3622AB2L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   28488950 | PA      | $24150096.74   | 0.35%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     348000 | PA      | $319944.24     | 0.00%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM3408                          | CUSIP: 3617YNYD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     465058 | PA      | $426578.41     | 0.01%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1241391.30    | 0.02%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     500000 | PA      | $413789.45     | 0.01%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_19-4                                         | DRIVE 2019-4 D                     | CUSIP: 26209AAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     156249 | PA      | $153494.89     | 0.00%             | 2027-02-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                    | NIBC BANK NV                       | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |    3300000 | PA      | $3896095.30    | 0.06%             | 2023-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CJ2151                          | CUSIP: 3617XJL81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     995789 | PA      | $878262.48     | 0.01%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CJ1980                          | CUSIP: 3617XJFV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2382081 | PA      | $2143727.98    | 0.03%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                        | AGREE LP                           | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $915238.74     | 0.01%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2700000 | PA      | $1907156.58    | 0.03%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CI4732                          | CUSIP: 3617X9HH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     489993 | PA      | $434600.02     | 0.01%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BT6590                          | CUSIP: 3140LVKC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3079124 | PA      | $2367324.37    | 0.03%             | 2052-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                          | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     500000 | PA      | $405841.30     | 0.01%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                       | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     214000 | PA      | $201863.85     | 0.00%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                        | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    4480000 | PA      | $4423792.58    | 0.06%             | 2024-08-01      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                     | CGCMT 2017-P8 B                    | CUSIP: 17326DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $52832.53      | 0.00%             | 2050-09-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                    | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     615000 | PA      | $482881.67     | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                 | BANK 2018-BN14 A4                  | CUSIP: 06035RAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15000 | PA      | $14215.04      | 0.00%             | 2060-09-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                               | HORMEL FOODS CRP                   | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     275000 | PA      | $224233.49     | 0.00%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     504000 | PA      | $471572.11     | 0.01%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | CHENIERE ENERGYP                   | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     450000 | PA      | $385439.49     | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2022-PJ6                                    | GSMBS 2022-PJ6 A4                  | CUSIP: 36267JAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32180394 | PA      | $26589050.64   | 0.39%             | 2053-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD7539                          | CUSIP: 3132DVLU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4163265 | PA      | $3448035.63    | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                            | CADILLAC FAIRVIE                   | CUSIP: 68327LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     560000 | PA      | $504530.91     | 0.01%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      44000 | PA      | $41408.86      | 0.00%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                     | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     261000 | PA      | $236741.36     | 0.00%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM3471                          | CUSIP: 3617YN2C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1319789 | PA      | $1176307.86    | 0.02%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AV1810                          | CUSIP: 36195CAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     124127 | PA      | $112233.04     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5387                          | CUSIP: 36179T6Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11457 | PA      | $10267.26      | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | PUBLIC SERV COLO                   | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     500000 | PA      | $412027.12     | 0.01%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4077                          | CUSIP: 31418DQ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5152428 | PA      | $4225624.06    | 0.06%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN1120                          | CUSIP: 3617YYG59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1390705 | PA      | $1355946.71    | 0.02%             | 2050-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3430000 | PA      | $2805908.65    | 0.04%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM3276                          | CUSIP: 3617YNT91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     805841 | PA      | $764188.30     | 0.01%             | 2050-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                        | HILCORP ENERGY I                   | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      95000 | PA      | $80642.98      | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1579616.62    | 0.02%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     921000 | PA      | $786167.44     | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | DOW CHEMICAL CO                    | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $720907.68     | 0.01%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_20-1                                         | FORDR 2020-1 C                     | CUSIP: 34531NAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $92151.35      | 0.00%             | 2031-08-15      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA6773                          | CUSIP: 3133KNQ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22893172 | PA      | $18711372.14   | 0.27%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     244000 | PA      | $226016.60     | 0.00%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1376                          | CUSIP: 36179NQ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2576 | PA      | $2505.52       | 0.00%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78016EZH3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    8000000 | PA      | $7890499.92    | 0.11%             | 2024-07-26      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GDC1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14618.98      | 0.00%             | 2024-09-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1678                          | CUSIP: 36179N2K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36516 | PA      | $35518.41      | 0.00%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BE9168                          | CUSIP: 3140FVFJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     409910 | PA      | $392938.16     | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     229000 | PA      | $208458.75     | 0.00%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL8779                          | CUSIP: 3617YGXG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     958455 | PA      | $853798.66     | 0.01%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | UNION ELECTRIC                     | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     910000 | PA      | $731746.45     | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4523.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                        | DAIMLER TRUCKS                     | CUSIP: 233853AB6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    6305000 | PA      | $6055755.78    | 0.09%             | 2023-12-14      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     573000 | PA      | $540924.23     | 0.01%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                        | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     700000 | PA      | $708710.58     | 0.01%             | 2024-11-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA REP OF                    | CUSIP: 195325CX1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    1735000 | PA      | $1631246.46    | 0.02%             | 2026-01-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-1                                      | HERTZ 2022-1A C                    | CUSIP: 42806MAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     160000 | PA      | $143910.42     | 0.00%             | 2026-06-25      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                       | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5470000 | PA      | $5365516.33    | 0.08%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                      | CD 2018-CD7 C                      | CUSIP: 12512JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $83803.84      | 0.00%             | 2051-08-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                        | ALLISON TRANS                      | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     200000 | PA      | $185718.29     | 0.00%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_21-1                             | GMREV 2021-1 B                     | CUSIP: 36263HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      70000 | PA      | $60225.00      | 0.00%             | 2034-06-12      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA4142                          | CUSIP: 3133KKS75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13107964 | PA      | $11308386.25   | 0.16%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AL7059                          | CUSIP: 3138EPZZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6668053 | PA      | $6630409.66    | 0.10%             | 2045-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                                        | MSCI INC                           | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     150000 | PA      | $124970.96     | 0.00%             | 2030-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                    | BERKSHIRE HATHAW                   | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2104428.80    | 0.03%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM5243                          | CUSIP: 3140X8ZH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     106340 | PA      | $98674.21      | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1677                          | CUSIP: 36179N2J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21103 | PA      | $19801.23      | 0.00%             | 2044-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM2667                          | CUSIP: 3617YM6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     988791 | PA      | $908848.25     | 0.01%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM5245                          | CUSIP: 3140X8ZK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6873589 | PA      | $6455000.11    | 0.09%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   59730000 | PA      | $53402353.13   | 0.78%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                             | UNITED AIRLINES                    | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     610000 | PA      | $532355.23     | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL2972                          | CUSIP: 3617YAJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     490338 | PA      | $449646.09     | 0.01%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     245000 | PA      | $234892.90     | 0.00%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G07165                          | CUSIP: 3128M9JJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     108943 | PA      | $109034.37     | 0.00%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3453                          | CUSIP: 36179RZS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     124728 | PA      | $113576.99     | 0.00%             | 2046-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZT0537                          | CUSIP: 3132ACS27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15389284 | PA      | $14337992.34   | 0.21%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM7505                          | CUSIP: 3140XBKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1458219 | PA      | $1354809.77    | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CI5856                          | CUSIP: 3617XAQH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     686404 | PA      | $617577.91     | 0.01%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 721281                          | CUSIP: 3620A7J22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5066 | PA      | $4982.35       | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL2943                          | CUSIP: 3617YAHU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     488276 | PA      | $447754.61     | 0.01%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL2925                          | CUSIP: 3617YAHA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     477222 | PA      | $452936.37     | 0.01%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | DOW CHEMICAL CO                    | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1608065.48    | 0.02%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                       | KOREA ELEC PWR                     | CUSIP: 500631AW6<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |    6000000 | PA      | $5695763.88    | 0.08%             | 2027-06-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD1140                          | CUSIP: 3132DNHR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2690224 | PA      | $2649295.70    | 0.04%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPCM SA                                                                         | SPCM SA                            | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     425000 | PA      | $346241.26     | 0.01%             | 2030-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3104                          | CUSIP: 36179RNV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     175571 | PA      | $160569.88     | 0.00%             | 2045-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                         | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1339757.83    | 0.02%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AG3068                          | CUSIP: 36181WMR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     190055 | PA      | $176563.90     | 0.00%             | 2043-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XAU9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97535.73      | 0.00%             | 2024-07-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT                   | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |    2300000 | PA      | $2218953.11    | 0.03%             | 2026-06-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA5                                         | STACR 2021-DNA5 M2                 | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19106686 | PA      | $18807608.87   | 0.27%             | 2034-01-25      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                     | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    2485000 | PA      | $2271209.54    | 0.03%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AA0647                          | CUSIP: 31416HWH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22370 | PA      | $22829.88      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc                                                             | HUDBAY MINERALS                    | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |     790000 | PA      | $721280.67     | 0.01%             | 2026-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_22-2                                          | ALLYA 2022-2 A2                    | CUSIP: 02008MAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11000000 | PA      | $10943212.50   | 0.16%             | 2025-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | AMEREN ILLINOIS                    | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3547227.68    | 0.05%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                      | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      75000 | PA      | $59151.98      | 0.00%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZM6238                          | CUSIP: 3131Y04X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     191478 | PA      | $175957.07     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     244000 | PA      | $238438.23     | 0.00%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CI5113                          | CUSIP: 3617X9VE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     490655 | PA      | $427414.87     | 0.01%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                        | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $2671467.22    | 0.04%             | 2029-07-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP                   | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     250000 | PA      | $183175.60     | 0.00%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA3067                          | CUSIP: 31418CMR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4131 | PA      | $3760.25       | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2615000 | PA      | $2528414.50    | 0.04%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV4                                              | JPMMT 2021-INV4 A2                 | CUSIP: 46654DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1493562 | PA      | $1245257.07    | 0.02%             | 2052-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R07                                    | CAS 2022-R07 1M1                   | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6763884 | PA      | $6823507.62    | 0.10%             | 2042-06-25      | Floating      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     207000 | PA      | $199492.46     | 0.00%             | 2026-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Temir Zholy National Co JSC                                          | KAZAKHSTAN TEMIR                   | CUSIP: N/A<br>LEI: 213800X9NVS4IWFKLS77       | Long             | DBT              | CORP              | KZ        |    2000000 | PA      | $2080454.87    | 0.03%             | 2023-12-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                                                       | SBA SR FIN II                      | CUSIP: 78404XAH8<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |      19896 | PA      | $19814.13      | 0.00%             | 2025-04-11      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BA7238                          | CUSIP: 3140ECBG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     117183 | PA      | $113352.75     | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BV3048                          | CUSIP: 3140MGL66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3580556 | PA      | $3163752.40    | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 627040                          | CUSIP: 36291FS58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     243734 | PA      | $223321.31     | 0.00%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN                   | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1325348.71    | 0.02%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                 | BANK 2018-BN14 ASB                 | CUSIP: 06035RAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25000 | PA      | $24090.20      | 0.00%             | 2060-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                          | GSK CONSUMER                       | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    3790000 | PA      | $3339117.95    | 0.05%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                   | MEDTRONIC INC                      | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     500000 | PA      | $464816.73     | 0.01%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     675000 | PA      | $683776.04     | 0.01%             | 2025-12-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                     | CGCMT 2017-P8 AS                   | CUSIP: 17326DAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $27083.76      | 0.00%             | 2050-09-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                                           | BERMUDA-GOVT OF                    | CUSIP: 085209AJ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |   17400000 | PA      | $17394062.25   | 0.25%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $618981.58     | 0.01%             | 2051-10-24      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS C                   | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1019457.30    | 0.01%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786094                          | CUSIP: 3622ABUT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3877329 | PA      | $3339474.31    | 0.05%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM1469                          | CUSIP: 3617YLT20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     491354 | PA      | $466350.88     | 0.01%             | 2049-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1840000 | PA      | $1545540.53    | 0.02%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1686284.36    | 0.02%             | 2028-04-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CP0127                          | CUSIP: 3617FPD86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     495329 | PA      | $469494.27     | 0.01%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QU7350                          | CUSIP: 3133JLEX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     182162 | PA      | $165198.10     | 0.00%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     200000 | PA      | $175613.21     | 0.00%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                       | RIO TINTO FINANC                   | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    6290000 | PA      | $6268241.44    | 0.09%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CI4549                          | CUSIP: 3617X9BS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1460594 | PA      | $1258651.75    | 0.02%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AS5640                          | CUSIP: 3138WFHS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24840 | PA      | $23318.34      | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     652000 | PA      | $601338.24     | 0.01%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                     | AVOLON HDGS                        | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    1540000 | PA      | $1397286.95    | 0.02%             | 2026-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Suncor Energy Inc                                                               | SUNCOR ENERGY                      | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    1430000 | PA      | $1035650.87    | 0.02%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                             | NUSTAR LOGISTICS                   | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     230000 | PA      | $213368.54     | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5230928.00    | 0.08%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                         | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1336961.12    | 0.02%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AT2364                          | CUSIP: 36194ATV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     237833 | PA      | $215123.27     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL3370                          | CUSIP: 3617YAW79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     878953 | PA      | $779806.33     | 0.01%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                     | BRANCH BKG & TR                    | CUSIP: 07330MAB3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     250000 | PA      | $240408.13     | 0.00%             | 2025-09-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3875                          | CUSIP: 36179SJU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3660 | PA      | $3560.35       | 0.00%             | 2046-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4237938.40    | 0.06%             | 2026-07-24      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K052 X1                       | CUSIP: 3137BMTY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13642152 | PA      | $199079.92     | 0.00%             | 2025-11-25      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                      | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     680000 | PA      | $617731.43     | 0.01%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 94974BGH7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     544000 | PA      | $521338.24     | 0.01%             | 2025-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BV1905                          | CUSIP: 3140MFDK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38317 | PA      | $29408.63      | 0.00%             | 2052-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     395000 | PA      | $358953.77     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QU7243                          | CUSIP: 3133JLBL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27543 | PA      | $24694.73      | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA8107                          | CUSIP: 3133KQAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7947053 | PA      | $8143272.06    | 0.12%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5977                          | CUSIP: 36179UUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16664 | PA      | $15622.28      | 0.00%             | 2049-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB1238                          | CUSIP: 3140QLLU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7533410 | PA      | $5855959.67    | 0.08%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CK2545                          | CUSIP: 3617XWZJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     488030 | PA      | $418855.15     | 0.01%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     445000 | PA      | $404961.17     | 0.01%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AV1816                          | CUSIP: 36195CAR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     361549 | PA      | $326864.78     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                                           | BERMUDA-GOVT OF                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BM        |    2080000 | PA      | $1753355.55    | 0.03%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16820000 | PA      | $15487539.78   | 0.22%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN3190                          | CUSIP: 3617F2RK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     804356 | PA      | $763895.03     | 0.01%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                     | PNC BANK NA                        | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     200000 | PA      | $168559.03     | 0.00%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     452000 | PA      | $430650.98     | 0.01%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Europe Finance 18 Ltd                                              | CK HUTCHISON E F                   | CUSIP: N/A<br>LEI: 2549003J58N9TB141B68       | Long             | DBT              | CORP              | KY        |    2800000 | PA      | $2507401.91    | 0.04%             | 2030-04-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                           | FREEPORT INDONES                   | CUSIP: 69377FAC0<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    6100000 | PA      | $5324890.02    | 0.08%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12820000 | PA      | $10514402.48   | 0.15%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RES PRTNRS                   | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1355327.10    | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PAH9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     284000 | PA      | $276026.35     | 0.00%             | 2025-03-01      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    3625000 | PA      | $3770502.82    | 0.05%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8065                          | CUSIP: 3132DV6A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2063389 | PA      | $2025299.24    | 0.03%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK18                                                                 | BANK 2019-BN18 A4                  | CUSIP: 065402BC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     280000 | PA      | $253564.67     | 0.00%             | 2062-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CD0467                          | CUSIP: 3617VAQU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     195151 | PA      | $175607.90     | 0.00%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Avient Corp                                                                     | AVIENT CORP                        | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     275000 | PA      | $270493.21     | 0.00%             | 2030-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| ERP Operating LP                                                                | ERP OPERATING LP                   | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    3385000 | PA      | $2877353.04    | 0.04%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Camelot Return Merger Sub Inc                                                   | CAMELOT RETURN                     | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     560000 | PA      | $513676.07     | 0.01%             | 2028-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4653                          | CUSIP: 36179TE27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150475 | PA      | $145213.26     | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                     | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1807223.84    | 0.03%             | 2027-04-05      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| TopBuild Corp                                                                   | TOPBUILD CORP                      | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     110000 | PA      | $91072.43      | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp                                                                    | NOVELIS CORP                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     220000 | PA      | $180020.88     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                    | CUSIP: 015271AL3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     206000 | PA      | $199345.52     | 0.00%             | 2025-04-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    4864000 | PA      | $3658440.09    | 0.05%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AL4511                          | CUSIP: 36184BAL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148641 | PA      | $141403.62     | 0.00%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 3.5 1/23                      | CUSIP: 21H032613<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -103800000 | PA      | $-95431125.00  | -1.39%            | 2023-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA3831                          | CUSIP: 31418DHH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1609244 | PA      | $1463955.36    | 0.02%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     725000 | PA      | $616349.47     | 0.01%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5319                          | CUSIP: 36179T4C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53956 | PA      | $48413.76      | 0.00%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2717474.97    | 0.04%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AL7468                          | CUSIP: 3138EQJN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     166377 | PA      | $169958.94     | 0.00%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                                            | ALLINA HEALTH                      | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $897093.93     | 0.01%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1601                          | CUSIP: 36179NX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17075 | PA      | $16608.59      | 0.00%             | 2044-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     313000 | PA      | $282209.40     | 0.00%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM6125                          | CUSIP: 3140X9YX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1986418 | PA      | $1713697.40    | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (BRK)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -600000 | NC      | $9952.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | AROUNDTOWN SA                      | CUSIP: AZ5768587<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $163182.91     | 0.00%             | 2171-01-12      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| DRB PRIME STUDENT LOAN TRUST DRB_17-C                                           | DRB 2017-C A2B                     | CUSIP: 518889AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      20868 | PA      | $20555.00      | 0.00%             | 2042-11-25      | Fixed         | 2.81%                 | Yes           |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                      | TOLL BR FIN CORP                   | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4320000 | PA      | $3943196.25    | 0.06%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA3665                          | CUSIP: 31418DCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1261002 | PA      | $1232518.62    | 0.02%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                    | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2085000 | PA      | $2245502.88    | 0.03%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL5992                          | CUSIP: 3617YDUR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1736589 | PA      | $1547476.97    | 0.02%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4205838.10    | 0.06%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4544979.64    | 0.07%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                      | NUCOR CORP                         | CUSIP: 670346AQ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1381289.76    | 0.02%             | 2048-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH                   | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     304000 | PA      | $234019.91     | 0.00%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 635110                          | CUSIP: 36291QR71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164332 | PA      | $150586.08     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                             | EMERSON ELECTRIC                   | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     200000 | PA      | $174763.58     | 0.00%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-LC20                                 | WFCM 2015-LC20 A4                  | CUSIP: 94989EAD9<br>LEI: 549300W6NRTMFPYUPG47 | Long             | ABS-MBS          | CORP              | US        |    6600000 | PA      | $6270764.94    | 0.09%             | 2050-04-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QA1442                          | CUSIP: 31334XS75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     335417 | PA      | $310045.65     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN                   | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1204914.12    | 0.02%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CO                          | CUSIP: 30161NBC4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2266886.15    | 0.03%             | 2032-03-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CK4702                          | CUSIP: 3617Y0GK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     586909 | PA      | $520235.73     | 0.01%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_18-5                                         | DRIVE 2018-5 D                     | CUSIP: 26208MAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     312105 | PA      | $311566.64     | 0.00%             | 2026-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS KSG2 X1                       | CUSIP: 3137H4S92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  256542074 | PA      | $2416087.60    | 0.04%             | 2031-11-25      | Variable      | 0.21%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1463864.10    | 0.02%             | 2029-03-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 627051                          | CUSIP: 36291FTG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     206258 | PA      | $188968.62     | 0.00%             | 2046-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                    | CENTRICA PLC                       | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |    1400000 | PA      | $1553264.06    | 0.02%             | 2029-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K105 X1                       | CUSIP: 3137FRUL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   73232029 | PA      | $6072004.42    | 0.09%             | 2030-01-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     207000 | PA      | $172794.05     | 0.00%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM7476                          | CUSIP: 3140XBJW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     919960 | PA      | $896371.47     | 0.01%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5500000 | PA      | $5772404.77    | 0.08%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR5                                  | PROG 2022-SFR5 A                   | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     119682 | PA      | $113026.85     | 0.00%             | 2039-06-17      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     300000 | PA      | $212511.75     | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                     | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     806000 | PA      | $675466.33     | 0.01%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_16-D                                      | SOFI 2016-D A2B                    | CUSIP: 83404LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       7812 | PA      | $7603.43       | 0.00%             | 2033-04-25      | Fixed         | 2.34%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS2263                          | CUSIP: 3140XHQR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10870800 | PA      | $10873172.98   | 0.16%             | 2050-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5466                          | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     265823 | PA      | $256897.84     | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aventura Mall Trust                                                             | AVMT 2018-AVM A                    | CUSIP: 05359AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     399000 | PA      | $356563.08     | 0.01%             | 2040-07-05      | Variable      | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM5315                          | CUSIP: 3140X83Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     198738 | PA      | $184663.85     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                 | FREDDIE MAC                        | CUSIP: 3134GXS96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   45000000 | PA      | $44393805.00   | 0.64%             | 2024-08-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CO9419                          | CUSIP: 3617FMPC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     990866 | PA      | $910637.87     | 0.01%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                     | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     985000 | PA      | $851748.34     | 0.01%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                    | CUSIP: N/A<br>LEI: I1BZKREC126H0VB1BL91       | Long             | DBT              | CORP              | US        |    5331000 | PA      | $5336738.77    | 0.08%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1580853.00    | 0.02%             | 2026-06-19      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| DBNGP Finance Co Pty Ltd                                                        | DBNGP FINANCE CO                   | CUSIP: N/A<br>LEI: 213800Q5H1Q4B99WAX06       | Long             | DBT              | CORP              | AU        |    5550000 | PA      | $3678503.64    | 0.05%             | 2025-05-28      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16                     | MSBAM 2014-C16 B                   | CUSIP: 61763MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80000 | PA      | $76143.13      | 0.00%             | 2047-06-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $1447436.33    | 0.02%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD                   | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    4140000 | PA      | $3955525.78    | 0.06%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP                   | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1135502.18    | 0.02%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA8220                          | CUSIP: 3133KQDZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8664879 | PA      | $8901469.07    | 0.13%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                        | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    1960000 | PA      | $2026245.84    | 0.03%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                      | DCP MIDSTREAM OP                   | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     350000 | PA      | $337442.34     | 0.00%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RE6030                          | CUSIP: 3133N3VX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     153673 | PA      | $138341.72     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AL4508                          | CUSIP: 36184BAH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     255884 | PA      | $243327.09     | 0.00%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1490000 | PA      | $1531247.10    | 0.02%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     915000 | PA      | $859424.60     | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Structured Agency Credit Risk Debt Notes                            | STACR 2022-HQA2 M1A                | CUSIP: 35564KB24<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15975343 | PA      | $15874778.47   | 0.23%             | 2042-07-25      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABL                   | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    6620000 | PA      | $4865793.21    | 0.07%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CK7917                          | CUSIP: 3617Y3YN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     558901 | PA      | $495767.89     | 0.01%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q03088                          | CUSIP: 3132GJCZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     163136 | PA      | $161877.53     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                     | MSBAM 2016-C32 A4                  | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     270000 | PA      | $250129.11     | 0.00%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM9480                          | CUSIP: 3140XDRA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14931828 | PA      | $12811729.28   | 0.19%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                                                         | ACTIVISION BLIZZ                   | CUSIP: 00507VAQ2<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $2932041.15    | 0.04%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG                   | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1230165.97    | 0.02%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BX6077                          | CUSIP: 3617QAXE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1543217 | PA      | $1357646.69    | 0.02%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                         | AEP TRANSMISSION                   | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2147022.92    | 0.03%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     200000 | PA      | $184741.01     | 0.00%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1419000 | PA      | $1346798.51    | 0.02%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 443383                          | CUSIP: 36207VRC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7696 | PA      | $7759.27       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 2.5 1/23                      | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7375000 | PA      | $6262988.65    | 0.09%             | 2023-01-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     545000 | PA      | $503760.80     | 0.01%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                    | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2490000 | PA      | $2155128.54    | 0.03%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K122 X1                       | CUSIP: 3137F82T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.02          | 0.00%             | 2030-11-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS0992                          | CUSIP: 3140XGC64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     795961 | PA      | $776218.55     | 0.01%             | 2051-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP                   | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1150864.21    | 0.02%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS KG02 X1                       | CUSIP: 3137FPHS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11142249 | PA      | $561821.16     | 0.01%             | 2029-08-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D                   | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $822024.12     | 0.01%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BB3761                          | CUSIP: 3617AUFA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     260032 | PA      | $245047.24     | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2022-INV1                                              | JPMMT 2022-INV1 A3                 | CUSIP: 465973AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24996023 | PA      | $20840434.49   | 0.30%             | 2052-03-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                             | NESTLE HOLDINGS                    | CUSIP: 641062AN4<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     150000 | PA      | $126865.01     | 0.00%             | 2048-09-24      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Antero Resources Corp                                                           | ANTERO RESOURCES                   | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     140000 | PA      | $129765.87     | 0.00%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BE5418                          | CUSIP: 3140FRAU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     335739 | PA      | $321845.53     | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AK6860                          | CUSIP: 36183QTR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10588 | PA      | $9703.75       | 0.00%             | 2045-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4501.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    3290000 | PA      | $3566237.97    | 0.05%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                    | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     585000 | PA      | $498977.79     | 0.01%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AU7269                          | CUSIP: 36194VCE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43017 | PA      | $38886.21      | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786183                          | CUSIP: 3622ABXL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7738342 | PA      | $6920070.81    | 0.10%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust 2015-HBS                                             | HBCT 2015-HB7 A7                   | CUSIP: 44422PAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $89291.99      | 0.00%             | 2034-08-05      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL C                   | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     475000 | PA      | $415874.23     | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     244000 | PA      | $226123.84     | 0.00%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST_20-A                                          | SRT 2020-B D                       | CUSIP: 80286RAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     800000 | PA      | $759804.80     | 0.01%             | 2025-10-20      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                     | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     500000 | PA      | $382507.73     | 0.01%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                    | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1515151.38    | 0.02%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU                   | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $727286.42     | 0.01%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CK5853                          | CUSIP: 3617Y1QE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     951248 | PA      | $844114.40     | 0.01%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1839                          | CUSIP: 36179QBG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18824 | PA      | $18310.15      | 0.00%             | 2044-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                       | TYCO ELECTRONICS                   | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     238000 | PA      | $219574.51     | 0.00%             | 2027-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   27450000 | PA      | $27368506.44   | 0.40%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                   | GOODYEAR TIRE                      | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     125000 | PA      | $104268.65     | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | UKRAINE GOVT                       | CUSIP: 90372UAR5<br>LEI: N/A                  | Long             | DBT              | NUSS              | UA        |    5000000 | PA      | $954237.65     | 0.01%             | 2031-05-21      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-B                                      | SOFI 2017-B A2FX                   | CUSIP: 83403YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        553 | PA      | $545.71        | 0.00%             | 2040-05-25      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    6800000 | PA      | $4593258.91    | 0.07%             | 2030-09-10      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                       | HESS CORP                          | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     185000 | PA      | $201083.12     | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA HIGHER EDUCATION ASSISTANCE AGENCY PHEAA_16-2A                     | PHEAA 2016-2A A                    | CUSIP: 69343VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      46900 | PA      | $45184.11      | 0.00%             | 2065-11-25      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp                                                               | ITC HOLDINGS COR                   | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1234895.98    | 0.02%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1013411.06    | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                             | EMERSON ELECTRIC                   | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1471220.95    | 0.02%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                          | ENERGIZER HLDGS                    | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     525000 | PA      | $446265.44     | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AL5437                          | CUSIP: 3138ENBF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     448673 | PA      | $458561.13     | 0.01%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-UB11                                        | MSC 2016-UB11 A4                   | CUSIP: 61767FBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $90262.85      | 0.00%             | 2049-08-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $1913998.04    | 0.03%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786236                          | CUSIP: 3622ABY97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6673468 | PA      | $5721353.94    | 0.08%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA3058                          | CUSIP: 31418CMG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5457105 | PA      | $5225310.84    | 0.08%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                              | QANTAS AIRWAYS                     | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $5701518.92    | 0.08%             | 2028-09-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENER                   | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2226300.57    | 0.03%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8228                          | CUSIP: 3132DWD91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1463801 | PA      | $1124576.68    | 0.02%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                       | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1101861.91    | 0.02%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AT8111                          | CUSIP: 36194HAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43009 | PA      | $38878.90      | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4680000 | PA      | $3608596.18    | 0.05%             | 2032-07-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AE7915                          | CUSIP: 31419JYM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15552 | PA      | $15117.96      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1350000 | PA      | $1303554.75    | 0.02%             | 2024-09-18      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG/New York NY                                                    | CRED SUIS NY                       | CUSIP: 22550L2J9<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   10000000 | PA      | $9552460.50    | 0.14%             | 2024-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C18                             | JPMBB 2014-C18 C                   | CUSIP: 46641JBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     370000 | PA      | $346218.44     | 0.01%             | 2047-02-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MBV1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     220000 | PA      | $208124.52     | 0.00%             | 2025-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CI0262                          | CUSIP: 3617X4JF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     464365 | PA      | $400596.62     | 0.01%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XCD6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1242000 | PA      | $1197917.45    | 0.02%             | 2024-11-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                   | SEMPRA ENERGY                      | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3649577.28    | 0.05%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4322                          | CUSIP: 36179SYT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28823 | PA      | $27815.88      | 0.00%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                         | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1546000 | PA      | $1123773.64    | 0.02%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36267VAL7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1527901.43    | 0.02%             | 2052-11-22      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    6933000 | PA      | $6713141.40    | 0.10%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1521                          | CUSIP: 36179NVN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3383 | PA      | $3173.99       | 0.00%             | 2043-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BS1355                          | CUSIP: 3617MBQG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10312 | PA      | $9591.06       | 0.00%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                                     | CARGILL INC                        | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1759829.41    | 0.03%             | 2032-10-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 Plc                                                     | INEOS QUATTRO FI                   | CUSIP: 45674GAA2<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     160000 | PA      | $144721.48     | 0.00%             | 2026-01-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CI4861                          | CUSIP: 3617X9MJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     392201 | PA      | $347862.83     | 0.01%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BN1541                          | CUSIP: 3140JHWB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     222999 | PA      | $217653.57     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                       | CLARIOS GLOBAL                     | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     310000 | PA      | $303279.14     | 0.00%             | 2027-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AM7096                          | CUSIP: 36184X3D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21147 | PA      | $20100.34      | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6542                          | CUSIP: 36179VHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     357888 | PA      | $332351.18     | 0.00%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-3                               | SDART 2022-3 B                     | CUSIP: 80285UAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     950000 | PA      | $925686.18     | 0.01%             | 2027-08-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Aurizon Network Pty Ltd                                                         | AURIZON NETWORK                    | CUSIP: N/A<br>LEI: 549300FNL9A7DVZKZ444       | Long             | DBT              | CORP              | AU        |    2500000 | PA      | $1674495.94    | 0.02%             | 2024-06-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    3583000 | PA      | $3270303.38    | 0.05%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-23211.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | US ULTRA BOND CBT Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       1264 | NC      | $-3813003.69   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     118000 | PA      | $102165.63     | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CO9416                          | CUSIP: 3617FMN90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2976323 | PA      | $2884856.95    | 0.04%             | 2050-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_19-1                                         | FORDR 2019-1 A                     | CUSIP: 34532PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7770000 | PA      | $7617728.98    | 0.11%             | 2030-07-15      | Fixed         | 3.52%                 | Yes           |                  2 | On Loan: No      |
| Zurich Finance Ireland Designated Activity Co                                   | ZURICH FINANCE                     | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |    1000000 | PA      | $1090072.74    | 0.02%             | 2052-11-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $846236.49     | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XCK0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     103000 | PA      | $100314.38     | 0.00%             | 2025-04-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                             | INVESCO FIN PLC                    | CUSIP: 46132FAB6<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $198401.75     | 0.00%             | 2024-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION                   | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     530000 | PA      | $511237.78     | 0.01%             | 2026-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZS4747                          | CUSIP: 3132A5HY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     858334 | PA      | $795910.82     | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 4.5 1/23                      | CUSIP: 01F042616<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -55700000 | PA      | $-53750500.00  | -0.78%            | 2023-01-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                           | TRANSCONT GAS PL                   | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $70510.79      | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  114520000 | PA      | $94801087.50   | 1.38%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-216627.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                          | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    6980000 | PA      | $5892899.97    | 0.09%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1584543.97    | 0.02%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $766064.27     | 0.01%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4818                          | CUSIP: 31418EK82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10611896 | PA      | $10786404.41   | 0.16%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | UNION ELECTRIC                     | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     454000 | PA      | $371711.51     | 0.01%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $1252812.40    | 0.02%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $805058.15     | 0.01%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $1920964.64    | 0.03%             | 2026-04-28      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP                   | CUSIP: 857477BE2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     244000 | PA      | $232761.86     | 0.00%             | 2025-11-01      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RB5135                          | CUSIP: 3133KYV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7757877 | PA      | $6524019.43    | 0.09%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1083590.63    | 0.02%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                    | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34750.20      | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA6799                          | CUSIP: 3133KNRU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3579486 | PA      | $3280689.51    | 0.05%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     265000 | PA      | $232056.59     | 0.00%             | 2029-07-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BAS9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   12229000 | PA      | $8995016.00    | 0.13%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MSBAM Commercial Mortgage Securities Trust 2012-CKSV                            | MSBAM 2012-CKSV A2                 | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     975644 | PA      | $820125.66     | 0.01%             | 2030-10-15      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     790000 | PA      | $712815.90     | 0.01%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                    | PIONEER NATURAL                    | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1569369.20    | 0.02%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1841464.93    | 0.03%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                     | CUSIP: 29365PAP7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1207542.00    | 0.02%             | 2024-10-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2368861.29    | 0.03%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AT8270                          | CUSIP: 36194HFK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85910 | PA      | $81866.81      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS1256                          | CUSIP: 3140XGME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4820192 | PA      | $4703633.47    | 0.07%             | 2051-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AL0719                          | CUSIP: 3138EGYR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20160 | PA      | $21309.53      | 0.00%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                         | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    6220000 | PA      | $6344789.62    | 0.09%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB1638                          | CUSIP: 3140QLZC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1239270 | PA      | $1140770.48    | 0.02%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                         | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1612142.42    | 0.02%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4576                          | CUSIP: 31418ECN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8537909 | PA      | $6560942.32    | 0.10%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM2609                          | CUSIP: 3617YM3S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3297528 | PA      | $3031597.38    | 0.04%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB3918                          | CUSIP: 3140QPK89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5345957 | PA      | $5159466.59    | 0.07%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZM0457                          | CUSIP: 3131XTQJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56236 | PA      | $52494.66      | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 785886                          | CUSIP: 3622ABNB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4962065 | PA      | $4411861.36    | 0.06%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CH9858                          | CUSIP: 3617X25T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     588424 | PA      | $521575.90     | 0.01%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB INT FIN III                    | CUSIP: 50249AAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2600000 | PA      | $1846562.77    | 0.03%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                                 | CHEMOURS CO                        | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     765000 | PA      | $627304.43     | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6030                          | CUSIP: 36179UVX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28274 | PA      | $25798.40      | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     328000 | PA      | $311466.20     | 0.00%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                              | DIAGEO FIN PLC                     | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $919521.81     | 0.01%             | 2038-06-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INT INC                   | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $1999576.10    | 0.03%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN 930920                          | CUSIP: 31412PG54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2260697 | PA      | $2246241.15    | 0.03%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3376                          | CUSIP: 36179RXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67166 | PA      | $63003.15      | 0.00%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                               | EOG RESOURCES IN                   | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     200000 | PA      | $178053.59     | 0.00%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3370000 | PA      | $3285176.49    | 0.05%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1995                          | CUSIP: 36179QGC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7037 | PA      | $6603.04       | 0.00%             | 2044-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM5420                          | CUSIP: 3140X9AW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5261331 | PA      | $4340475.84    | 0.06%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $872001.51     | 0.01%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    4045000 | PA      | $3616260.09    | 0.05%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS                     | CUSIP: 37045VAE0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    3055000 | PA      | $3052121.58    | 0.04%             | 2023-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                            | VERISK ANALYTICS                   | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3936562.73    | 0.06%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 785379                          | CUSIP: 3622AA2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4543592 | PA      | $3953660.85    | 0.06%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                          | CENTERPOINT ENER                   | CUSIP: 15189TAV9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     319000 | PA      | $299637.33     | 0.00%             | 2028-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CK1531                          | CUSIP: 3617XVVY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1246080 | PA      | $1121159.65    | 0.02%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | MET TRANS AUTH                     | CUSIP: 59259YBF5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     700000 | PA      | $673930.25     | 0.01%             | 2039-11-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                      | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2617171.92    | 0.04%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4962                          | CUSIP: 36179TQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2365422 | PA      | $2208779.99    | 0.03%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                 | MOTABILITY OPS                     | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |    2203000 | PA      | $2141845.10    | 0.03%             | 2026-01-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                        | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    2042000 | PA      | $1919015.59    | 0.03%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $1014319.78    | 0.01%             | 2024-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cloverie PLC for Zurich Insurance Co Ltd                                        | CLOVERIE PLC                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |    2220000 | PA      | $2294540.84    | 0.03%             | 2024-09-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     257000 | PA      | $245117.84     | 0.00%             | 2026-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36267VAJ2<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    2630000 | PA      | $2728748.64    | 0.04%             | 2032-11-22      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                                 | FED RLTY INVS TR                   | CUSIP: 313747AU1<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    4825000 | PA      | $4762366.53    | 0.07%             | 2024-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q49250                          | CUSIP: 3132WPH42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     886321 | PA      | $863573.48     | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2013-LC12                                 | WFCM 2013-LC12 AS                  | CUSIP: 94988QAN1<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-MBS          | CORP              | US        |     450000 | PA      | $443088.18     | 0.01%             | 2046-07-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   80000000 | PA      | $71500000.00   | 1.04%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4847                          | CUSIP: 31418EL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2274753 | PA      | $2312247.78    | 0.03%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA2827                          | CUSIP: 36179RD89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11536 | PA      | $11220.90      | 0.00%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                       | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1096903.78    | 0.02%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 662505                          | CUSIP: 36294XAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24978 | PA      | $26308.70      | 0.00%             | 2037-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     248000 | PA      | $216746.04     | 0.00%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3377                          | CUSIP: 36179RXE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11331 | PA      | $11021.38      | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $959433.52     | 0.01%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM1337                          | CUSIP: 3140X4PX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     428766 | PA      | $419085.25     | 0.01%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    1175000 | PA      | $774784.37     | 0.01%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-2                             | AMCAR 2020-2 D                     | CUSIP: 03066EAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     240000 | PA      | $223369.87     | 0.00%             | 2026-03-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Financial Services Inc                                          | HARLEY-DAVIDSON                    | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    3170000 | PA      | $2832830.88    | 0.04%             | 2027-02-14      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD0478                          | CUSIP: 3132DMQ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2720385 | PA      | $2629284.95    | 0.04%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-D                                     | WOART 2022-D A2A                   | CUSIP: 98163VAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5040000 | PA      | $5042462.04    | 0.07%             | 2026-03-16      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 6174468T9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4127000 | PA      | $4110892.28    | 0.06%             | 2023-11-10      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                              | HONDA MOTOR CO                     | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    3155000 | PA      | $2708835.93    | 0.04%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GRP                     | CUSIP: 928668BD3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $992426.01     | 0.01%             | 2023-05-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2290618.08    | 0.03%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS2478                          | CUSIP: 3140XHXG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4859598 | PA      | $3969993.19    | 0.06%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                   | EMPRESA NACIONAL                   | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |    4188000 | PA      | $3924016.54    | 0.06%             | 2026-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (COLOM)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    4650000 | NC      | $271572.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3423718.58    | 0.05%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   12145000 | PA      | $12066068.55   | 0.18%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS KW10 X1                       | CUSIP: 3137FQ3H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49787725 | PA      | $1700813.41    | 0.02%             | 2029-09-25      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp Trust 2022-PJ4                               | GSMBS 2022-PJ4 A34                 | CUSIP: 36264RBW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10397363 | PA      | $8282149.15    | 0.12%             | 2052-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CAN NATURAL RES                    | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    1670000 | PA      | $1660843.37    | 0.02%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA2542                          | CUSIP: 31418BZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     108763 | PA      | $98022.25      | 0.00%             | 2046-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 10YR NOTE (CBT)Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       4104 | NC      | $-2941666.22   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1183762.65    | 0.02%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                    | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74025.57      | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_22-1                                         | FORDR 2022-1 A                     | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     410000 | PA      | $391778.12     | 0.01%             | 2034-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB4970                          | CUSIP: 3140QQQY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32062370 | PA      | $32308615.36   | 0.47%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $1965940.08    | 0.03%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                | BMARK 2018-B1 AM                   | CUSIP: 08162PAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70000 | PA      | $62984.15      | 0.00%             | 2051-01-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA8501                          | CUSIP: 3140QGNT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2033086 | PA      | $1659770.66    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd                                                          | ESKOM HOLDINGS                     | CUSIP: EK7413587<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    4500000 | PA      | $4088966.85    | 0.06%             | 2025-02-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                          | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     500000 | PA      | $432279.16     | 0.01%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2794.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5932                          | CUSIP: 36179USV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     342696 | PA      | $337793.71     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2894617.70    | 0.04%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QD6060                          | CUSIP: 3133B3WV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15185560 | PA      | $13626824.72   | 0.20%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K060 X1                       | CUSIP: 3137BTAE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8310572 | PA      | $23679.31      | 0.00%             | 2026-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                | ENSTAR GROUP LTD                   | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    1630000 | PA      | $1489054.06    | 0.02%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR                   | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    5780000 | PA      | $5166933.61    | 0.07%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                             | NORTHERN TRST CO                   | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3907909.32    | 0.06%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL8489                          | CUSIP: 3617YGNE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     935679 | PA      | $858073.84     | 0.01%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QD0328                          | CUSIP: 3133AWLH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     447139 | PA      | $369451.93     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                  | AIR PROD & CHEM                    | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $778674.64     | 0.01%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BQ7369                          | CUSIP: 3617LSFJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10141 | PA      | $9485.82       | 0.00%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                        | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    3405000 | PA      | $3308443.67    | 0.05%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_16-A                                       | SMB 2016-A A2A                     | CUSIP: 78449FAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      85068 | PA      | $82017.80      | 0.00%             | 2031-05-15      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                            | ERAC USA FINANCE                   | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4576094.80    | 0.07%             | 2037-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BO3166                          | CUSIP: 3140JXQU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31009 | PA      | $30048.58      | 0.00%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B15 Mortgage Trust                                               | BMARK 2019-B15 A5                  | CUSIP: 08160KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $217867.98     | 0.00%             | 2072-12-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CK4095                          | CUSIP: 3617XYRQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2135711 | PA      | $1903870.48    | 0.03%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3309                          | CUSIP: 36179RVA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131124 | PA      | $119927.47     | 0.00%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $866844.33     | 0.01%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB2910                          | CUSIP: 3140QNGU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2638751 | PA      | $2403045.82    | 0.03%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                     | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $1848259.59    | 0.03%             | 2042-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNI                   | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     315000 | PA      | $247850.53     | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786227                          | CUSIP: 3622ABYY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9089127 | PA      | $8091834.08    | 0.12%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     248000 | PA      | $231224.22     | 0.00%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11090000 | PA      | $11444275.15   | 0.17%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM2055                          | CUSIP: 3617YMH88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     823396 | PA      | $802715.18     | 0.01%             | 2050-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | UNITED PARCEL                      | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     875000 | PA      | $912174.78     | 0.01%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UPC Broadband Finco BV                                                          | UPC BROAD FINCO                    | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     155000 | PA      | $128934.18     | 0.00%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS C                   | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1308241.76    | 0.02%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Co Inc                                                         | GRAHAM PKG CO IN                   | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     370000 | PA      | $309274.53     | 0.00%             | 2028-08-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1838                          | CUSIP: 36179QBF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23651 | PA      | $22192.11      | 0.00%             | 2044-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                             | NISSAN MOTOR CO                    | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    7100000 | PA      | $6937817.54    | 0.10%             | 2023-09-15      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| CrownRock LP / CrownRock Finance Inc                                            | CROWNROCK LP/CR                    | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $134460.34     | 0.00%             | 2029-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST DEFT_22-2                                          | DEFT 2022-2 A2                     | CUSIP: 24702CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3990000 | PA      | $3945965.16    | 0.06%             | 2027-07-22      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K139 X1                       | CUSIP: 3137H6LQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  391503001 | PA      | $3164910.26    | 0.05%             | 2032-01-25      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB5027                          | CUSIP: 3140QQSR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19582598 | PA      | $19712673.65   | 0.29%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3754274.15    | 0.05%             | 2027-11-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AH3394                          | CUSIP: 3138A4XY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4217 | PA      | $4098.14       | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entegris Escrow Corp                                                            | ENTEGRIS ESCROW                    | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     865000 | PA      | $798005.39     | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1449                          | CUSIP: 36179NTE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41076 | PA      | $39751.45      | 0.00%             | 2043-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AQ6517                          | CUSIP: 36189XG24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     318490 | PA      | $297830.63     | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | DOW CHEMICAL CO                    | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     300000 | PA      | $248041.60     | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                         | AEP TRANSMISSION                   | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $954953.84     | 0.01%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                      | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     265000 | PA      | $229508.57     | 0.00%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                          | INTL PAPER CO                      | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     549000 | PA      | $478230.22     | 0.01%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3335000 | PA      | $3284057.41    | 0.05%             | 2025-05-24      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QD5502                          | CUSIP: 3133B3DF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1400497 | PA      | $1200148.29    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 6 1/21                        | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  151500000 | PA      | $153890851.80  | 2.23%             | 2023-01-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Airlines 2020-1 Class A Pass Through Trust                               | UNTD AIR 20-1 A                    | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     956364 | PA      | $942048.62     | 0.01%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD7535                          | CUSIP: 3132DVLQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3230547 | PA      | $2777730.57    | 0.04%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC                                                            | ENLINK MIDSTREA                    | CUSIP: 29336TAA8<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     260000 | PA      | $241361.85     | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BE3048                          | CUSIP: 3617BWL52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125956 | PA      | $118513.57     | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM2640                          | CUSIP: 3617YM4Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     462871 | PA      | $451276.97     | 0.01%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                        | AON CORP                           | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     200000 | PA      | $170765.30     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K065 X1                       | CUSIP: 3137F1G69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20233673 | PA      | $478212.73     | 0.01%             | 2027-04-25      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Rayburn Country Securitization LLC                                              | RAYBURN CTRY                       | CUSIP: 75458JAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2719912 | PA      | $2443370.62    | 0.04%             | 2032-12-01      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                         | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1411710.55    | 0.02%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                               | Vanguard Market Liquidity Fund     | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |    2186107 | NS      | $218588844.43  | 3.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3044925.16    | 0.04%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A94843                          | CUSIP: 312943LY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22377 | PA      | $21897.31      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BK5181                          | CUSIP: 3140HJXK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     264007 | PA      | $253082.11     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1657575.37    | 0.02%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AB4049                          | CUSIP: 31417AQB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     265147 | PA      | $259520.84     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST JDOT_22-B                                                | JDOT 2022-B A2                     | CUSIP: 47800AAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3220000 | PA      | $3191815.34    | 0.05%             | 2025-06-16      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2303000 | PA      | $2213528.73    | 0.03%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                              | CENOVUS ENERGY                     | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $903373.05     | 0.01%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2021-INV2                                   | NRZT 2021-INV2 A13                 | CUSIP: 64831GAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8235260 | PA      | $6804383.21    | 0.10%             | 2051-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3530000 | PA      | $3140751.10    | 0.05%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CP0149                          | CUSIP: 3617FPEW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     991043 | PA      | $939351.76     | 0.01%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc                                                   | ADVANCED DRAINAG                   | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |      90000 | PA      | $87199.54      | 0.00%             | 2030-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Scottish Widows Ltd                                                             | SCOTTISH WIDOWS                    | CUSIP: N/A<br>LEI: 549300ZT0RVWCG8T4L55       | Long             | DBT              | CORP              | GB        |    3236000 | PA      | $3915300.92    | 0.06%             | 2023-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-13492.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | ENTERGY ARKANSAS                   | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1221085.57    | 0.02%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                  | MONDELEZ INTL                      | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $4345575.90    | 0.06%             | 2026-09-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5500000 | PA      | $3576718.75    | 0.05%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                    | WYNDHAM HOTELS &                   | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     245000 | PA      | $219581.40     | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                            | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1785359.14    | 0.03%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                             | GEORGIA-PACIFIC                    | CUSIP: 37331NAL5<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     207000 | PA      | $185681.19     | 0.00%             | 2027-04-30      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3116098.47    | 0.05%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                          | SPIRIT AEROSYSTE                   | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      52000 | PA      | $51386.37      | 0.00%             | 2025-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786148                          | CUSIP: 3622ABWH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9835446 | PA      | $8757090.95    | 0.13%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 5 1/23                        | CUSIP: 21H050615<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11000000 | PA      | $10898593.20   | 0.16%             | 2023-01-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-RC1                                  | WFCM 2017-RC1 A4                   | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      42000 | PA      | $39165.52      | 0.00%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCI 2.5 1/23                      | CUSIP: 01F022410<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -23000000 | PA      | $-21088125.00  | -0.31%            | 2023-01-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C16                                                   | BBCMS 2022-C16 A5                  | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     320000 | PA      | $307147.97     | 0.00%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                      | CUSIP: 225433AR2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    2210000 | PA      | $1966244.05    | 0.03%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30000000 | PA      | $24093750.00   | 0.35%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_17-B                                       | SMB 2017-B A2A                     | CUSIP: 83189DAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      98014 | PA      | $93412.49      | 0.00%             | 2035-10-15      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3109193.12    | 0.05%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5573.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                             | CUSIP: EK2783257<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    2387000 | PA      | $2464611.18    | 0.04%             | 2171-10-08      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN                   | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $2091950.67    | 0.03%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FREMF 2015-K42 Mortgage Trust                                                   | FREMF 2015-K42 X2A                 | CUSIP: 30262SAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 1026878760 | PA      | $1420789.45    | 0.02%             | 2048-01-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA3210                          | CUSIP: 31418CR89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     578930 | PA      | $537371.63     | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                  | SOUTHWESTERN PUB                   | CUSIP: 845743BP7<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     257000 | PA      | $251170.33     | 0.00%             | 2024-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO                   | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1557397.48    | 0.02%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM5822                          | CUSIP: 3140JAPG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1147117 | PA      | $1030140.41    | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-B                                         | FORDO 2022-B A3                    | CUSIP: 34534LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2700000 | PA      | $2629797.57    | 0.04%             | 2026-09-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | CONSUMERS ENERGY                   | CUSIP: 210518DA1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     900000 | PA      | $733126.64     | 0.01%             | 2047-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC                   | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     535000 | PA      | $467955.70     | 0.01%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                    | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    2000000 | PA      | $1614605.04    | 0.02%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QU7234                          | CUSIP: 3133JLBB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      53921 | PA      | $48814.63      | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CJ3458                          | CUSIP: 3617XKZX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     462141 | PA      | $402570.13     | 0.01%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                       | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     920000 | PA      | $868926.10     | 0.01%             | 2025-02-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                     | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    2145000 | PA      | $2036140.97    | 0.03%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB2762                          | CUSIP: 3140QNB84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15250990 | PA      | $12456195.43   | 0.18%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG                   | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     400000 | PA      | $336631.19     | 0.00%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Hudson Yards 2019-30HY Mortgage Trust                                           | HY 2019-30HY A                     | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $214707.23     | 0.00%             | 2039-07-10      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN1093                          | CUSIP: 3617YYGA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1436403 | PA      | $1320103.91    | 0.02%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL8764                          | CUSIP: 3617YGWZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     919657 | PA      | $843406.62     | 0.01%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                | DT MIDSTREAM                       | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     315000 | PA      | $263452.48     | 0.00%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 6 2/21                        | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43500000 | PA      | $44147401.80   | 0.64%             | 2023-02-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE                   | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1316169.70    | 0.02%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB3032                          | CUSIP: 3140QNLN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     185224 | PA      | $153190.46     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                               | NEXSTAR BROADC                     | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     435000 | PA      | $376856.54     | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    8860000 | PA      | $6500195.35    | 0.09%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Westlake Corp                                                                   | WESTLAKE CHEM                      | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $621237.27     | 0.01%             | 2051-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                        | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     580000 | PA      | $456712.46     | 0.01%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                  | AON PLC                            | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     505000 | PA      | $435005.41     | 0.01%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                            | CHENIERE CORP CH                   | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     705000 | PA      | $639122.45     | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC SA                                                             | INVERSIONES CMPC                   | CUSIP: EK4876877<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    2000000 | PA      | $1972495.60    | 0.03%             | 2024-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AS6433                          | CUSIP: 36193SEE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76354 | PA      | $69087.62      | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $816537.87     | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BR2441                          | CUSIP: 3617LYWA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83558 | PA      | $75795.59      | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB2763                          | CUSIP: 3140QNB92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22841515 | PA      | $18641910.96   | 0.27%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU7818                          | CUSIP: 3140M9VL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1081635 | PA      | $894425.42     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                       | AFLAC INC                          | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     850000 | PA      | $758598.84     | 0.01%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | TELEFONICA EMIS                    | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    3000000 | PA      | $2843439.60    | 0.04%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                              | ROCHE HLDGS INC                    | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    4255000 | PA      | $3452600.95    | 0.05%             | 2031-12-13      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT                   | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     310000 | PA      | $302773.46     | 0.00%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2022-PJ3                                    | GSMBS 2022-PJ3 A6                  | CUSIP: 362924AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1043240 | PA      | $861977.40     | 0.01%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     375000 | PA      | $387481.94     | 0.01%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                     | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5280159.15    | 0.08%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4160783.08    | 0.06%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AT7695                          | CUSIP: 36194GRQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46339 | PA      | $41901.97      | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM4049                          | CUSIP: 3140J8QB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     208619 | PA      | $181738.99     | 0.00%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HLDG                   | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     971000 | PA      | $746700.03     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                            | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1231748.73    | 0.02%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                              | JPMDB 2017-C7 AS                   | CUSIP: 46648KAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80000 | PA      | $71482.86      | 0.00%             | 2050-10-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN GAS PART                   | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1198000 | PA      | $1097823.97    | 0.02%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    1920000 | PA      | $1276450.21    | 0.02%             | 2029-08-16      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB2905                          | CUSIP: 3140QNGP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3101339 | PA      | $2842947.51    | 0.04%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN                   | CUSIP: 571748AX0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     254000 | PA      | $246598.73     | 0.00%             | 2025-03-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                   | DISCOVER BANK                      | CUSIP: 25466AAE1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2582507.21    | 0.04%             | 2026-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7460000 | PA      | $5944999.92    | 0.09%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5805000 | PA      | $4927124.25    | 0.07%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                    | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     615000 | PA      | $534103.77     | 0.01%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                    | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     970000 | PA      | $833837.31     | 0.01%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                       | PROLOGIS EURO                      | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1236915.70    | 0.02%             | 2029-02-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TKC8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   25120000 | PA      | $24638621.42   | 0.36%             | 2025-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL1868                          | CUSIP: 3617Y9CD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     591511 | PA      | $524307.41     | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASP Unifrax Holdings Inc                                                        | UNIFRAX ESC ISS                    | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     270000 | PA      | $217428.94     | 0.00%             | 2028-09-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | PERUSAHAAN LISTR                   | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     954000 | PA      | $940303.43     | 0.01%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $772481.26     | 0.01%             | 2049-01-23      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (ITRAXX.EUR.38.V1)            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -10100000 | NC      | $45510.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BW6351                          | CUSIP: 3617NYBU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1285015 | PA      | $1122169.90    | 0.02%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                           | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    2198000 | PA      | $2028835.61    | 0.03%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                     | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     900000 | PA      | $918796.91     | 0.01%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1522                          | CUSIP: 36179NVP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15458 | PA      | $14960.04      | 0.00%             | 2043-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 784368                          | CUSIP: 3622A2Z96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     559174 | PA      | $524820.41     | 0.01%             | 2047-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2022-J2 Trust                                                               | OBX 2022-J2 A2                     | CUSIP: 67115QAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17546336 | PA      | $14629257.34   | 0.21%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                      | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     450000 | PA      | $389201.14     | 0.01%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                      | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    5410000 | PA      | $5500884.32    | 0.08%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 627045                          | CUSIP: 36291FTA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     713166 | PA      | $664721.36     | 0.01%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786144                          | CUSIP: 3622ABWD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3839966 | PA      | $3430850.22    | 0.05%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN                   | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    4230000 | PA      | $3972088.65    | 0.06%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1391621.70    | 0.02%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1760                          | CUSIP: 36179N5V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67999 | PA      | $63801.66      | 0.00%             | 2044-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM                     | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     135000 | PA      | $124155.50     | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |  100000000 | PA      | $4749611.27    | 0.07%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                         | KEY BANK NA                        | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2151366.76    | 0.03%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     750000 | PA      | $599262.47     | 0.01%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2015-UBS8                                        | MSC 2015-UBS8 A4                   | CUSIP: 61691ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     522300 | PA      | $491047.87     | 0.01%             | 2048-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                     | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    2410000 | PA      | $2110920.66    | 0.03%             | 2032-04-05      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SB0442                          | CUSIP: 3132CWP32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2181575 | PA      | $2012982.34    | 0.03%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Entegris Escrow Corp                                                            | ENTEGRIS ESCROW                    | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4380000 | PA      | $4006105.90    | 0.06%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     480000 | PA      | $419074.70     | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2378.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TKG9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   26310000 | PA      | $26088720.80   | 0.38%             | 2024-09-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     365000 | PA      | $321758.23     | 0.00%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA4579                          | CUSIP: 3140QCCR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1015069 | PA      | $990352.08     | 0.01%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3315000 | PA      | $2874637.36    | 0.04%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                      | NUCOR CORP                         | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    3590000 | PA      | $3050267.73    | 0.04%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                        | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $857040.88     | 0.01%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CG5451                          | CUSIP: 3617WKBU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     309970 | PA      | $276773.09     | 0.00%             | 2044-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO ENERGY CO                     | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1009570.70    | 0.01%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4288272.35    | 0.06%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $932901.69     | 0.01%             | 2036-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | BERKSHIRE HATHWY                   | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | DBT              | CORP              | US        |     900000 | PA      | $734636.29     | 0.01%             | 2035-03-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                              | VALERO ENERGY                      | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2124863.88    | 0.03%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BR6121                          | CUSIP: 3617M4YS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40176 | PA      | $36452.75      | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM9763                          | CUSIP: 3140XDZ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4871894 | PA      | $4303518.03    | 0.06%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20230111               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-75.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                          | PARAGUAY                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PY        |    2000000 | PA      | $1999448.40    | 0.03%             | 2023-01-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM2419                          | CUSIP: 3617YMVL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     490162 | PA      | $436637.13     | 0.01%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                     | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $437997.32     | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5922                          | CUSIP: 36179USK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26754 | PA      | $25066.16      | 0.00%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4263                          | CUSIP: 36179SWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13105 | PA      | $12747.72      | 0.00%             | 2047-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                           | CAMDEN PROP TRST                   | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $1726449.02    | 0.03%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                                           | DELTA/SKYMILES                     | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    4119000 | PA      | $3879723.71    | 0.06%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BN0243                          | CUSIP: 3617K3HU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1258405 | PA      | $1150641.97    | 0.02%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CK8304                          | CUSIP: 3617Y4GM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1424706 | PA      | $1284177.21    | 0.02%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS0032                          | CUSIP: 3140XFBA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1777754 | PA      | $1596405.67    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3                                  | PROG 2022-SFR3 A                   | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     140000 | PA      | $126066.42     | 0.00%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Corporate Office Properties LP                                                  | CORPORATE OFFICE                   | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1767408.58    | 0.03%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM3204                          | CUSIP: 3617YNRZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     458293 | PA      | $420293.67     | 0.01%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BR7708                          | CUSIP: 3140L6R63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     778112 | PA      | $697661.73     | 0.01%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     880000 | PA      | $820019.09     | 0.01%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM8234                          | CUSIP: 3617YUEF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     848943 | PA      | $756853.05     | 0.01%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust 2021-INV4                             | BVINV 2021-4 A4                    | CUSIP: 07336GAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3382449 | PA      | $2694332.00    | 0.04%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-1                             | FORDF 2020-1 A1                    | CUSIP: 34528QHK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6385000 | PA      | $6178875.60    | 0.09%             | 2025-09-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $754537.20     | 0.01%             | 2052-01-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QD4137                          | CUSIP: 3133B1S28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2159706 | PA      | $1850538.21    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                                      | SHIRE ACQ INV IE                   | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |       2000 | PA      | $1880.12       | 0.00%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BJ2692                          | CUSIP: 3140H37E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     471918 | PA      | $437373.87     | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | 2Y RTR 0.602500 13-JAN-2023        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   36827000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust 2013-C6                                  | UBSBB 2013-C6 AS                   | CUSIP: 90349GBH7<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $9916.71       | 0.00%             | 2046-04-10      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                 | WEYERHAEUSER CO                    | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2379438.41    | 0.03%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | PLAINS ALL AMER                    | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $869089.18     | 0.01%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QU7368                          | CUSIP: 3133JLFH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     101638 | PA      | $93689.51      | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17700000 | PA      | $18054000.00   | 0.26%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     588000 | PA      | $510098.05     | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM4582                          | CUSIP: 3140X8CU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2401703 | PA      | $1992254.40    | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                 | FREDDIE MAC                        | CUSIP: 3134GXS47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  140000000 | PA      | $137618320.00  | 2.00%             | 2025-08-28      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM3479                          | CUSIP: 3617YN2L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     474483 | PA      | $422831.91     | 0.01%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4494                          | CUSIP: 31418D7G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12534346 | PA      | $11091425.70   | 0.16%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                          | SPIRIT AEROSYSTE                   | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     155000 | PA      | $163343.75     | 0.00%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                         | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     313000 | PA      | $307799.40     | 0.00%             | 2035-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     300000 | PA      | $171149.02     | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BT1920                          | CUSIP: 3140LQD23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2745503 | PA      | $2428088.58    | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 785945                          | CUSIP: 3622ABP63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10273238 | PA      | $9143342.80    | 0.13%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                   | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     248000 | PA      | $234719.00     | 0.00%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 Commercial Mortgage Trust                                         | CSAIL 2016-C7 A5                   | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |      12000 | PA      | $11122.90      | 0.00%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-BUXL 30Y BND Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -45 | NC      | $1293755.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AU7266                          | CUSIP: 36194VCB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69372 | PA      | $62732.41      | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5806                          | CUSIP: 36179UNX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12220 | PA      | $11158.08      | 0.00%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                     | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     500000 | PA      | $424426.25     | 0.01%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp              | LADDER CAP FINAN                   | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     555000 | PA      | $448111.77     | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47400000 | PA      | $33883596.12   | 0.49%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2609000 | PA      | $2345156.84    | 0.03%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL2311                          | CUSIP: 3617Y9R86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     446663 | PA      | $423459.92     | 0.01%             | 2049-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA2343                          | CUSIP: 3140Q9S95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     826139 | PA      | $812566.31     | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1375177.85    | 0.02%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN                    | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      60000 | PA      | $60342.29      | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN                   | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     860000 | PA      | $577267.48     | 0.01%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                         | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     865000 | PA      | $714442.17     | 0.01%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | PANAMA                             | CUSIP: 698299BL7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    4182000 | PA      | $2705969.92    | 0.04%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| CHRISTUS Health                                                                 | CHRISTUS HEALTH                    | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |     200000 | PA      | $190054.50     | 0.00%             | 2028-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                     | CGCMT 2017-P8 C                    | CUSIP: 17326DAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $34291.65      | 0.00%             | 2050-09-15      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804FU3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     425000 | PA      | $405307.86     | 0.01%             | 2026-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                             | WELLS FARGO BANK                   | CUSIP: N/A<br>LEI: KB1H1DSPRFMYMCUFXT09       | Long             | DBT              | CORP              | US        |    6550000 | PA      | $7929845.57    | 0.12%             | 2023-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Corp Financiera de Desarrollo SA                                                | COFIDE                             | CUSIP: 21987DAE4<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |     865000 | PA      | $722827.64     | 0.01%             | 2027-09-28      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5078                          | CUSIP: 36179TUB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     968463 | PA      | $934617.34     | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: 445545AJ5<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     992000 | PA      | $993405.97     | 0.01%             | 2023-11-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6600                          | CUSIP: 36179VKM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3068575 | PA      | $2849553.55    | 0.04%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                        | MYLAN NV                           | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     200000 | PA      | $186917.45     | 0.00%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | CONTINENTAL RESO                   | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     425000 | PA      | $387094.47     | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4281                          | CUSIP: 31418DXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3756370 | PA      | $3074623.77    | 0.04%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                        | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2044706.80    | 0.03%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB5313                          | CUSIP: 3140QQ3X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17883858 | PA      | $18246558.61   | 0.26%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K104 X1                       | CUSIP: 3137FREK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   51151894 | PA      | $3097641.07    | 0.04%             | 2030-01-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                   | WISCONSIN PUBLIC                   | CUSIP: 976843BP6<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2526688.88    | 0.04%             | 2025-11-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                               | DEVON ENERGY                       | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     200000 | PA      | $186855.11     | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_18-2                                         | FORDR 2018-2 C                     | CUSIP: 34528HAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     120000 | PA      | $118704.58     | 0.00%             | 2030-01-15      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | CDX.NA.IG.39.V1 5YR RTP @ 110.0000 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  300000000 | NC      | $30433.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN                   | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    3455000 | PA      | $3625101.92    | 0.05%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM3194                          | CUSIP: 3617YNRP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     385595 | PA      | $354076.87     | 0.01%             | 2050-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $839678.13     | 0.01%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786151                          | CUSIP: 3622ABWL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10847452 | PA      | $9616381.43    | 0.14%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    3590000 | PA      | $3516622.91    | 0.05%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $978813.44     | 0.01%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | CHENIERE ENERGYP                   | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     240000 | PA      | $191162.61     | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     660000 | PA      | $516691.61     | 0.01%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                     | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3430000 | PA      | $3018183.53    | 0.04%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG                   | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    3483000 | PA      | $2108083.03    | 0.03%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5253                          | CUSIP: 36179TZS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5206 | PA      | $4668.70       | 0.00%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM5705                          | CUSIP: 3617YRKS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     468599 | PA      | $456799.14     | 0.01%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                        | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    5675000 | PA      | $5445532.00    | 0.08%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A90303                          | CUSIP: 312938KQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     239934 | PA      | $240033.51     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN TRUST LRB_18-B                                   | LRB 2018-B A2FX                    | CUSIP: 51888RAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      42330 | PA      | $41301.80      | 0.00%             | 2043-05-26      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1375                          | CUSIP: 36179NQ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38165 | PA      | $35809.72      | 0.00%             | 2043-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CO9677                          | CUSIP: 3617FMXE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     964538 | PA      | $940322.51     | 0.01%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                    | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1712361.58    | 0.02%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CH5381                          | CUSIP: 3617WW6S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     423374 | PA      | $365994.96     | 0.01%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BY0784                          | CUSIP: 3617QG2R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1320240 | PA      | $1187301.20    | 0.02%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BV1912                          | CUSIP: 3140MFDS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     614709 | PA      | $543969.15     | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP                   | CUSIP: 828807DG9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     189000 | PA      | $179711.55     | 0.00%             | 2024-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA6646                          | CUSIP: 3133KNL35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1304626 | PA      | $1188073.62    | 0.02%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust                                             | PEPAU 21A A1U                      | CUSIP: 71336WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      20043 | PA      | $20006.08      | 0.00%             | 2060-01-16      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786220                          | CUSIP: 3622ABYR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14229486 | PA      | $12464304.12   | 0.18%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K054 X1                       | CUSIP: 3137BNGU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42668941 | PA      | $1214874.36    | 0.02%             | 2026-01-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2324999.85    | 0.03%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G01980                          | CUSIP: 3128LXFV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     197499 | PA      | $200645.58     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                       | AADVANTAGE LOYAL                   | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     155000 | PA      | $154089.38     | 0.00%             | 2028-04-20      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CK3144                          | CUSIP: 3617XXP52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     411752 | PA      | $366869.49     | 0.01%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                              | STEEL DYNAMICS                     | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1381880.32    | 0.02%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                     | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    7190000 | PA      | $7329989.95    | 0.11%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                      | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     160000 | PA      | $127803.23     | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA2971                          | CUSIP: 3140QAJR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      87004 | PA      | $88754.82      | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AV5898                          | CUSIP: 36195GRT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83938 | PA      | $75902.94      | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBL8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3819000 | PA      | $3741587.27    | 0.05%             | 2023-09-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Gazprom PJSC Via Gaz Capital SA                                                 | GAZPROM                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |     300000 | PA      | $229581.66     | 0.00%             | 2023-11-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL3300                          | CUSIP: 3617YAUZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     491185 | PA      | $435379.94     | 0.01%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     800000 | PA      | $532713.26     | 0.01%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3256000 | PA      | $3038389.28    | 0.04%             | 2026-02-11      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                   | OLYMPUS WTR HLDG                   | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      50000 | PA      | $40967.95      | 0.00%             | 2028-10-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL6396                          | CUSIP: 3617YEC99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     461370 | PA      | $437889.35     | 0.01%             | 2049-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C TECH INC                      | CUSIP: 78466DBH6<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |     164078 | PA      | $160858.16     | 0.00%             | 2029-03-22      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1017103.16    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MC C&G                    | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     150000 | PA      | $135184.61     | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     450000 | PA      | $400283.40     | 0.01%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1553366.26    | 0.02%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                   | CME GROUP INC                      | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2935133.29    | 0.04%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                          | CHUBB INA HLDGS                    | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3107039.12    | 0.05%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12500000 | PA      | $12457031.25   | 0.18%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    8650000 | PA      | $8322115.18    | 0.12%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1261291.08    | 0.02%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AI1193                          | CUSIP: 3138AEKF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     271783 | PA      | $269280.02     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance                                               | MELLO 2021-MTG2 A1                 | CUSIP: 585494AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1484667 | PA      | $1182630.44    | 0.02%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BR7011                          | CUSIP: 3140L5YH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     576341 | PA      | $496323.85     | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     215000 | PA      | $208047.31     | 0.00%             | 2026-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                    | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     433000 | PA      | $417965.22     | 0.01%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                          | AMERISOURCEBERGE                   | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $2824787.22    | 0.04%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K058 X1                       | CUSIP: 3137BSP98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3828453 | PA      | $103920.69     | 0.00%             | 2026-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB3283                          | CUSIP: 3140QNUH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      97326 | PA      | $79955.68      | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     100000 | PA      | $82646.81      | 0.00%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                         | UDR INC                            | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     185000 | PA      | $170057.64     | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2316000 | PA      | $1993740.13    | 0.03%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2695000 | PA      | $2794135.63    | 0.04%             | 2026-11-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                                               | LITHIA MOTORS                      | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      20000 | PA      | $16412.63      | 0.00%             | 2031-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA0243                          | CUSIP: 3140Q7HV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     152652 | PA      | $147435.34     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | AMERICAN AIRLINE                   | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     540000 | PA      | $519297.85     | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: 445545AH9<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |    3138000 | PA      | $3138384.03    | 0.05%             | 2023-02-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                        | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     795000 | PA      | $806683.11     | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                  | PHILLIPS 66                        | CUSIP: 718547AJ1<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    2569000 | PA      | $2240739.65    | 0.03%             | 2029-12-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                     | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     600000 | PA      | $435280.43     | 0.01%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BT3391                          | CUSIP: 3617MRXU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77325 | PA      | $68461.96      | 0.00%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM2537                          | CUSIP: 3617YMZA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     372064 | PA      | $341575.47     | 0.00%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G07621                          | CUSIP: 3128M9YS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      89604 | PA      | $91690.87      | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                          | GSMS 2014-GC24 A4                  | CUSIP: 36253GAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6806948 | PA      | $6569586.35    | 0.10%             | 2047-09-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                            | SAUDI ARAB OIL                     | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | CORP              | SA        |    2500000 | PA      | $2423015.75    | 0.04%             | 2024-04-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ATF Netherlands BV                                                              | ATF NETHERLANDS                    | CUSIP: QZ9126496<br>LEI: 529900Z1P6YBY9EOYT70 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $522636.51     | 0.01%             | 2171-01-20      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Condor Merger Sub Inc                                                           | CONDOR MERGER                      | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |     550000 | PA      | $444171.21     | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CSAIL 2020-C19 Commercial Mortgage Trust                                        | CSAIL 2020-C19 A3                  | CUSIP: 12597NAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $206710.78     | 0.00%             | 2053-03-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                          | AXA EQUITABLE HO                   | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     290000 | PA      | $254606.95     | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                          | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1103933.07    | 0.02%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                        | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     180000 | PA      | $155219.78     | 0.00%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3967000 | PA      | $3616142.45    | 0.05%             | 2026-06-04      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD0812                          | CUSIP: 3132DM3V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16671279 | PA      | $14671920.41   | 0.21%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2019-BPR                             | BAMLL 2019-BPR ANM                 | CUSIP: 05492PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $1018739.70    | 0.01%             | 2032-11-05      | Fixed         | 3.11%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BO6291                          | CUSIP: 3140K17D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     957687 | PA      | $940577.93     | 0.01%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2160000 | PA      | $1869123.10    | 0.03%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE17 Mortgage Trust                                                 | COMM 2014-CR17 A5                  | CUSIP: 12631DBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     153500 | PA      | $149446.88     | 0.00%             | 2047-05-10      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                     | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     273000 | PA      | $229184.43     | 0.00%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3064832.20    | 0.04%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                        | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    3685000 | PA      | $3382629.02    | 0.05%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: USD 4.286500 02-NOV-2025      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  112000000 | NC      | $-537276.14    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AL2487                          | CUSIP: 3138EJXR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     338770 | PA      | $329861.06     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     248000 | PA      | $227959.39     | 0.00%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K064 X1                       | CUSIP: 3137BXR20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2025000 | PA      | $42998.85      | 0.00%             | 2027-03-25      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_20-1                                         | FORDR 2020-1 A                     | CUSIP: 34531NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $93863.30      | 0.00%             | 2031-08-15      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AU7261                          | CUSIP: 36194VB67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56828 | PA      | $51372.38      | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $257.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 3 1/23                        | CUSIP: 21H030617<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -256400000 | PA      | $-228556549.68 | -3.32%            | 2023-01-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4440000 | PA      | $3683566.17    | 0.05%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                      | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3968496.90    | 0.06%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                   | WELLTOWER INC                      | CUSIP: 95040QAC8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     600000 | PA      | $581438.71     | 0.01%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     412000 | PA      | $445360.67     | 0.01%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                        | AGREE LP                           | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $851227.69     | 0.01%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                    | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1528000 | PA      | $1322325.06    | 0.02%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K035 X1                       | CUSIP: 3137B5KX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4827455 | PA      | $8097.09       | 0.00%             | 2023-08-25      | Variable      | 0.31%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NISSAN MOTOR ACC                   | CUSIP: 654740BQ1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2810878.71    | 0.04%             | 2024-03-08      | Fixed         | 1.05%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_22-1                                 | TALNT 2022-1A A                    | CUSIP: 89231EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     800000 | PA      | $751392.32     | 0.01%             | 2035-04-25      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BE5927                          | CUSIP: 3140FRSR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      77383 | PA      | $74180.69      | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU                   | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |    6693000 | PA      | $6498334.52    | 0.09%             | 2025-09-02      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN                   | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2233151.54    | 0.03%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                     | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     500000 | PA      | $411783.66     | 0.01%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-BOBL FUTURE  Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -432 | NC      | $1648738.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CrownRock LP / CrownRock Finance Inc                                            | CROWNROCK LP/CR                    | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     180000 | PA      | $173700.00     | 0.00%             | 2025-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                | INTERPUBLIC GRP                    | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $1437891.12    | 0.02%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA5142                          | CUSIP: 3133KLWB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21676555 | PA      | $18548006.00   | 0.27%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (BRK)                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -600000 | NC      | $9952.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   54700000 | PA      | $41751481.64   | 0.61%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1159991.67    | 0.02%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CJ7433                          | CUSIP: 3617XQHJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     460313 | PA      | $408139.21     | 0.01%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-815392.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | SOUTH CAROL E&G                    | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     530000 | PA      | $472375.61     | 0.01%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN6793                          | CUSIP: 3617F6RN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2907306 | PA      | $2696289.54    | 0.04%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BR2354                          | CUSIP: 3617LYTK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39381 | PA      | $36537.82      | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM5021                          | CUSIP: 3140X8SK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3327639 | PA      | $2759069.62    | 0.04%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RE6020                          | CUSIP: 3133N3VM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19208 | PA      | $17396.61      | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL3492                          | CUSIP: 3617YA2Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     446127 | PA      | $388832.21     | 0.01%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     400000 | PA      | $294135.68     | 0.00%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     279000 | PA      | $262256.38     | 0.00%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1105877.08    | 0.02%             | 2034-01-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5.5 2/23                      | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   47500000 | PA      | $47626169.50   | 0.69%             | 2023-02-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     845000 | PA      | $674571.32     | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNI                   | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     230000 | PA      | $200565.39     | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Appalachian Power Co                                                            | APPALACHIAN PWR                    | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   10970000 | PA      | $10266365.22   | 0.15%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5 1/23                        | CUSIP: 01F050619<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1000000 | PA      | $-986093.80    | -0.01%            | 2023-01-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2191485.53    | 0.03%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM9556                          | CUSIP: 3140XDTN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5293988 | PA      | $4687786.24    | 0.07%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C18                             | JPMBB 2014-C18 AS                  | CUSIP: 46641JBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $291022.77     | 0.00%             | 2047-02-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                         | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     525000 | PA      | $431526.61     | 0.01%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST_20-A                                          | SRT 2020-A D                       | CUSIP: 80286KAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     170000 | PA      | $167654.56     | 0.00%             | 2024-11-20      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     200000 | PA      | $192516.77     | 0.00%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                                 | BANK 2019-BN17 A4                  | CUSIP: 065403BC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     280000 | PA      | $257160.34     | 0.00%             | 2052-04-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                | GALAXY PIPELINE                    | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |   13355000 | PA      | $10739244.29   | 0.16%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM3083                          | CUSIP: 3140X6M99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     379464 | PA      | $369826.45     | 0.01%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA6700                          | CUSIP: 3133KNNR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1599408 | PA      | $1464232.78    | 0.02%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                      | SANTANDER HOLD                     | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     290000 | PA      | $281889.40     | 0.00%             | 2024-06-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CO7371                          | CUSIP: 3617FKFL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2415723 | PA      | $2355109.99    | 0.03%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4837                          | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1262280 | PA      | $1170130.54    | 0.02%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BC2738                          | CUSIP: 3140EXBG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1375150 | PA      | $1209438.82    | 0.02%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AY6464                          | CUSIP: 36196WFD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150343 | PA      | $140472.50     | 0.00%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RESIMAC Bastille Trust Series 2018-1NC                                          | RESI 2018-1NCA A1                  | CUSIP: 76118VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      30563 | PA      | $30521.43      | 0.00%             | 2059-12-05      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                     | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    4390000 | PA      | $3858471.66    | 0.06%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                            | APPALACHIAN PWR                    | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1644842.74    | 0.02%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUN                   | CUSIP: 25470DBC2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      35000 | PA      | $33871.71      | 0.00%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                           | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     150000 | PA      | $138103.29     | 0.00%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   14600000 | PA      | $14307974.30   | 0.21%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP                   | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $831829.70     | 0.01%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |     500000 | PA      | $325593.16     | 0.00%             | 2027-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4474                          | CUSIP: 31418D6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14596922 | PA      | $12275556.31   | 0.18%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | L3HARRIS TECH IN                   | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1158969.50    | 0.02%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6                               | SDART 2022-6 A3                    | CUSIP: 802918AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     530000 | PA      | $519489.15     | 0.01%             | 2026-11-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                      | AIR CANADA                         | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     390000 | PA      | $346473.79     | 0.01%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INT INC                   | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    1289000 | PA      | $1110811.27    | 0.02%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA3565                          | CUSIP: 31418C6B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      95054 | PA      | $94697.39      | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786155                          | CUSIP: 3622ABWQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9845619 | PA      | $8658303.05    | 0.13%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   16632000 | PA      | $14243968.79   | 0.21%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Gazprom PJSC Via Gaz Capital SA                                                 | GAZPROM                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |     500000 | PA      | $380755.10     | 0.01%             | 2024-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7311                          | CUSIP: 36179WDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     810165 | PA      | $679472.79     | 0.01%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                     | MCAFEE CORP                        | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     179550 | PA      | $166757.06     | 0.00%             | 2029-03-01      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA3                                         | STACR 2022-HQA3 M1A                | CUSIP: 35564KE39<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   34084701 | PA      | $33781960.72   | 0.49%             | 2042-08-25      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2373136.13    | 0.03%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                           | TRANSCONT GAS PL                   | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     780000 | PA      | $677566.98     | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS2963                          | CUSIP: 3140XJJH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9370789 | PA      | $9259453.89    | 0.13%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS2740                          | CUSIP: 3140XJBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14838056 | PA      | $13817221.84   | 0.20%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2165000 | PA      | $2148424.33    | 0.03%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1157                          | CUSIP: 36179NJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5938 | PA      | $5571.08       | 0.00%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3664                          | CUSIP: 36179SB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3659 | PA      | $3559.37       | 0.00%             | 2046-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD0928                          | CUSIP: 3132DNA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     290490 | PA      | $238837.18     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-434932.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                       | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    4000000 | PA      | $2934878.00    | 0.04%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    6590000 | PA      | $6023316.15    | 0.09%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                     | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     420000 | PA      | $370933.12     | 0.01%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $959953.07     | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_20-1                                         | DRIVE 2020-1 D                     | CUSIP: 26208QAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     180000 | PA      | $176752.19     | 0.00%             | 2027-05-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                           | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     330000 | PA      | $310097.19     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQU                   | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    2964000 | PA      | $2786648.82    | 0.04%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS3                                           | GSMS 2016-GS3 A4                   | CUSIP: 36251PAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $54518.12      | 0.00%             | 2049-10-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                     | CUSIP: 03523TBQ0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $1839742.06    | 0.03%             | 2042-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     500000 | PA      | $457872.69     | 0.01%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G60985                          | CUSIP: 31335BCW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18472309 | PA      | $16521937.77   | 0.24%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     525000 | PA      | $461023.77     | 0.01%             | 2039-04-22      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q57270                          | CUSIP: 3132Y1CG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     438109 | PA      | $419976.22     | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1395000 | PA      | $1412798.83    | 0.02%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC ENERGY GROUP                   | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5008087.60    | 0.07%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 785532                          | CUSIP: 3622ABA93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6719458 | PA      | $6000084.39    | 0.09%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                                                          | PENN NATL GAMING                   | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $77002.50      | 0.00%             | 2027-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | KINDER MORGAN EN                   | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     800000 | PA      | $725929.39     | 0.01%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3689659.64    | 0.05%             | 2025-09-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                               | SDART 2022-5 A3                    | CUSIP: 80287HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3260000 | PA      | $3192003.25    | 0.05%             | 2026-08-17      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                      | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $947382.09     | 0.01%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC / Gates Corp                                                   | GATES GLOBAL LLC                   | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      91000 | PA      | $87758.29      | 0.00%             | 2026-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB1831                          | CUSIP: 3140QMA95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     927792 | PA      | $759324.99     | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36267VAG8<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    2215000 | PA      | $2269715.93    | 0.03%             | 2030-03-15      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BB3612                          | CUSIP: 3617AUAM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     256978 | PA      | $242111.29     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                         | KB HOME                            | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     320000 | PA      | $310765.39     | 0.00%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A94605                          | CUSIP: 312943DJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     109526 | PA      | $106440.94     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CI6124                          | CUSIP: 3617XAYV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1507579 | PA      | $1356857.78    | 0.02%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1907000 | PA      | $1821540.01    | 0.03%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                          | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     435000 | PA      | $364501.58     | 0.01%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd       | MILEAGE PLUS HLD                   | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10264187 | PA      | $10226687.37   | 0.15%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1635000 | PA      | $1509237.34    | 0.02%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF3                                  | CF 2019-CF3 A4                     | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $212095.10     | 0.00%             | 2053-01-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN1548                          | CUSIP: 3617YYWH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     494916 | PA      | $435792.42     | 0.01%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1903137.41    | 0.03%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_21-1                             | GMREV 2021-1 C                     | CUSIP: 36263HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     120000 | PA      | $103779.42     | 0.00%             | 2034-06-12      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | SWP: USD 3.120000 23-AUG-2025      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  117500000 | NC      | $3072896.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2019-BNK23                                                                 | BANK 2019-BN23 ASB                 | CUSIP: 06541RAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     130000 | PA      | $117842.53     | 0.00%             | 2052-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 5.5 1/23                      | CUSIP: 21H052611<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   50000000 | PA      | $50265625.00   | 0.73%             | 2023-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QD5477                          | CUSIP: 3133B3CN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1323300 | PA      | $1217442.27    | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CA4178                          | CUSIP: 3617UBUB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     254351 | PA      | $229245.85     | 0.00%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                        | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1306380.62    | 0.02%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                    | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    1300000 | PA      | $1084256.29    | 0.02%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8134                          | CUSIP: 3132DWBB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20452898 | PA      | $16740593.03   | 0.24%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                              | VALERO ENERGY                      | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     205000 | PA      | $197989.06     | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1761                          | CUSIP: 36179N5W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37548 | PA      | $36523.42      | 0.00%             | 2044-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust 2019-OBP                                                  | OBP 2019-OBP A                     | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $81585.32      | 0.00%             | 2054-09-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM5563                          | CUSIP: 3617YRFC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     788033 | PA      | $698504.24     | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT                   | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1093000 | PA      | $1015957.29    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                        | AMERIPRISE FINL                    | CUSIP: 03076CAK2<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     694000 | PA      | $664887.91     | 0.01%             | 2025-04-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AV1610                          | CUSIP: 3138XCYG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31596 | PA      | $31477.07      | 0.00%             | 2043-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 720075                          | CUSIP: 3620A56L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5401 | PA      | $5336.85       | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE20 Mortgage Trust                                                 | COMM 2014-CR20 A3                  | CUSIP: 12592LBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7601756 | PA      | $7334468.90    | 0.11%             | 2047-11-10      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $1162006.93    | 0.02%             | 2037-09-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL7631                          | CUSIP: 3617YFPQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1313251 | PA      | $1204815.94    | 0.02%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                    | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     520000 | PA      | $516670.32     | 0.01%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST KCOT_22-2A                                            | KCOT 2022-2A A2                    | CUSIP: 50117JAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5680000 | PA      | $5606339.49    | 0.08%             | 2025-06-17      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA2811                          | CUSIP: 31418CDR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     125741 | PA      | $109459.70     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                     | NORTHERN ST PR-M                   | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     500000 | PA      | $538417.01     | 0.01%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    2700000 | PA      | $2475326.44    | 0.04%             | 2030-02-04      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Mueller Water Products Inc                                                      | MUELLER WATER                      | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     150000 | PA      | $131870.64     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1224000 | PA      | $1111056.21    | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                           | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $991927.94     | 0.01%             | 2031-05-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | CONSUMERS ENERGY                   | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1520610.08    | 0.02%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4513                          | CUSIP: 31418EAP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2267674 | PA      | $1996227.49    | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 785559                          | CUSIP: 3622ABB43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4417943 | PA      | $3956165.50    | 0.06%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA2600                          | CUSIP: 36179Q3H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50890 | PA      | $46546.00      | 0.00%             | 2045-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC                   | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    3540000 | PA      | $3220819.02    | 0.05%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | UNIVISION COMM                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     225000 | PA      | $215303.20     | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Corp                                                            | PROTECTIVE LIFE                    | CUSIP: 743674BD4<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |     200000 | PA      | $187170.89     | 0.00%             | 2028-09-30      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM3366                          | CUSIP: 3617YNW30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     491934 | PA      | $451079.20     | 0.01%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMM INC                    | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    2040000 | PA      | $1591259.61    | 0.02%             | 2052-03-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CORP                        | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     200000 | PA      | $203752.35     | 0.00%             | 2035-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                   | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $670941.59     | 0.01%             | 2025-03-07      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |    6689000 | PA      | $5950691.48    | 0.09%             | 2028-03-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM6110                          | CUSIP: 3140JAYG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     160415 | PA      | $145660.36     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AB6535                          | CUSIP: 31417DHM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     286263 | PA      | $278020.05     | 0.00%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | AMEREN ILLINOIS                    | CUSIP: 02361DAV2<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1180184.93    | 0.02%             | 2030-11-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3044370.85    | 0.04%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERRY GLOBAL INC                   | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     172000 | PA      | $166112.10     | 0.00%             | 2026-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2163676.00    | 0.03%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    3400000 | PA      | $3376638.29    | 0.05%             | 2026-08-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp                                                                   | INGEVITY CORP                      | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     220000 | PA      | $189782.63     | 0.00%             | 2028-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CK5878                          | CUSIP: 3617Y1Q76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1150348 | PA      | $1020010.29    | 0.01%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB2679                          | CUSIP: 3140QM6R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2054291 | PA      | $1888889.58    | 0.03%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp                                                               | DISH NETWORK                       | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     380000 | PA      | $390768.03     | 0.01%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN3197                          | CUSIP: 3617F2RS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     490983 | PA      | $455295.42     | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | HARRIS CORP                        | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1075271.29    | 0.02%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA2520                          | CUSIP: 36179QYR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     142826 | PA      | $130884.84     | 0.00%             | 2045-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZL5159                          | CUSIP: 3131XLWU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     313827 | PA      | $283345.27     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CHF/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-26477.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CK0946                          | CUSIP: 3617XVBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     463176 | PA      | $393739.43     | 0.01%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C37                                  | WFCM 2016-C37 A4                   | CUSIP: 95000PAD6<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |      90000 | PA      | $84231.78      | 0.00%             | 2049-12-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                             | MERITAGE HOMES                     | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $874114.04     | 0.01%             | 2029-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| eBay Inc                                                                        | EBAY INC                           | CUSIP: 278642BC6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    1795000 | PA      | $1835598.99    | 0.03%             | 2025-11-22      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786311                          | CUSIP: 3622AB3U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   34229791 | PA      | $30467857.97   | 0.44%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD7546                          | CUSIP: 3132DVL37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1446067 | PA      | $1195238.34    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN                   | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     625000 | PA      | $586050.12     | 0.01%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | VIACOMCBS INC                      | CUSIP: 92556HAA5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1108000 | PA      | $1090346.18    | 0.02%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                        | EBAY INC                           | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    3525000 | PA      | $3665462.51    | 0.05%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Children's Hospital of Philadelphia/The                                         | CHILDREN'S HOSP                    | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $1830492.56    | 0.03%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN9803                          | CUSIP: 3617F93L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     477030 | PA      | $465065.95     | 0.01%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     829000 | PA      | $808496.98     | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4970000 | PA      | $4883800.82    | 0.07%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN                   | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     230000 | PA      | $209878.95     | 0.00%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      70000 | PA      | $61977.45      | 0.00%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                                   | MIDCAP FINL ISSR                   | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     347000 | PA      | $280707.47     | 0.00%             | 2030-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4100000 | PA      | $3446562.50    | 0.05%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1094154.83    | 0.02%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K088 X1                       | CUSIP: 3137FL6G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  248661855 | PA      | $6556964.46    | 0.10%             | 2029-01-25      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    2395000 | PA      | $2205353.43    | 0.03%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-C5                                     | CGCMT 2018-C5 A4                   | CUSIP: 17291DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45000 | PA      | $42611.01      | 0.00%             | 2051-06-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 720060                          | CUSIP: 3620A55V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12328 | PA      | $12180.71      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | UNION ELECTRIC                     | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1217579.79    | 0.02%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6436.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AJ9965                          | CUSIP: 3138E3CB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3204729 | PA      | $3082881.05    | 0.04%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BQ0917                          | CUSIP: 3617LKAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18903 | PA      | $17150.79      | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                               | EXPEDIA GRP INC                    | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     270000 | PA      | $217386.80     | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN9881                          | CUSIP: 3617F96S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     960178 | PA      | $936048.56     | 0.01%             | 2049-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5467                          | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1283501 | PA      | $1265137.13    | 0.02%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS KG04 X1                       | CUSIP: 3137F84T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7761960 | PA      | $390026.05     | 0.01%             | 2030-11-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $903671.30     | 0.01%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QD4138                          | CUSIP: 3133B1S36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     632385 | PA      | $545439.52     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM2000                          | CUSIP: 3140J6GJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      94377 | PA      | $87747.29      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |     539000 | PA      | $581536.64     | 0.01%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                     | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    3630000 | PA      | $2893966.39    | 0.04%             | 2052-04-05      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2360000 | PA      | $2321659.63    | 0.03%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4031                          | CUSIP: 31418DPR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12304 | PA      | $12077.41      | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | CHURCHILL DOWNS                    | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     390000 | PA      | $371227.76     | 0.01%             | 2027-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                      | CD 2017-CD6 A5                     | CUSIP: 125039AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      19000 | PA      | $17353.07      | 0.00%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1134000 | PA      | $736050.45     | 0.01%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM2545                          | CUSIP: 3617YMZJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     916467 | PA      | $850406.21     | 0.01%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QD7913                          | CUSIP: 3133B5YJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1513931 | PA      | $1378091.83    | 0.02%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN3050                          | CUSIP: 3617F2L70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6972029 | PA      | $5712073.82    | 0.08%             | 2052-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                        | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $802719.51     | 0.01%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AS7023                          | CUSIP: 3138WGYV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     209901 | PA      | $203251.04     | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7314                          | CUSIP: 36179WDT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1149057 | PA      | $1064056.87    | 0.02%             | 2051-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6994                          | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5147981 | PA      | $4346367.04    | 0.06%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     135000 | PA      | $121144.40     | 0.00%             | 2028-10-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL8485                          | CUSIP: 3617YGNA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2269081 | PA      | $2082287.20    | 0.03%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CG6280                          | CUSIP: 3617WK6R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2887468 | PA      | $2530742.66    | 0.04%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (COLOM)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     530000 | NC      | $30953.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                    | NCL CORP                           | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     314000 | PA      | $271787.17     | 0.00%             | 2027-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM8560                          | CUSIP: 3617YUQM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1768255 | PA      | $1640586.45    | 0.02%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PT                   | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     150000 | PA      | $146952.64     | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AV3070                          | CUSIP: 36195DMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54806 | PA      | $52238.07      | 0.00%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                         | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     200000 | PA      | $164464.59     | 0.00%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CH5568                          | CUSIP: 3617WXFH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1064969 | PA      | $950066.99     | 0.01%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                       | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     355000 | PA      | $242823.13     | 0.00%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1608733.77    | 0.02%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3105                          | CUSIP: 36179RNW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38538 | PA      | $36150.47      | 0.00%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM8332                          | CUSIP: 3140XCHJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2456895 | PA      | $2351745.65    | 0.03%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QU7281                          | CUSIP: 3133JLCS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     398243 | PA      | $360571.63     | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                     | NVIDIA CORP                        | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     500000 | PA      | $372220.63     | 0.01%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM3619                          | CUSIP: 3140X7AV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1049914 | PA      | $1024898.89    | 0.01%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNI                   | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      95000 | PA      | $88417.19      | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR                   | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    2310000 | PA      | $1833560.72    | 0.03%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                     | ASBURY AUTO GRP                    | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     961000 | PA      | $846266.92     | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM1519                          | CUSIP: 3140X4VM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     753476 | PA      | $714631.05     | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL2929                          | CUSIP: 3617YAHE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     438547 | PA      | $390621.11     | 0.01%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BC5194                          | CUSIP: 3140F0XY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38385 | PA      | $36795.48      | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC38                                          | GSMS 2019-GC38 A4                  | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $137879.37     | 0.00%             | 2052-02-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786204                          | CUSIP: 3622ABX98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12547952 | PA      | $11544633.99   | 0.17%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB3090                          | CUSIP: 3140QNNG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      95001 | PA      | $78086.09      | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     975000 | PA      | $641142.59     | 0.01%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CI1296                          | CUSIP: 3617X5NM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1443480 | PA      | $1241699.65    | 0.02%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP                   | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $2612102.38    | 0.04%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Mount Sinai Hospitals Group Inc                                                 | MT SINAI HOSP                      | CUSIP: 623115AE2<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $892732.19     | 0.01%             | 2049-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BV3049                          | CUSIP: 3140MGL74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2210103 | PA      | $1954307.02    | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     160000 | PA      | $164664.09     | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG T62157                          | CUSIP: 3128S3ME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     213703 | PA      | $188156.86     | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd                                                                   | VIDEOTRON LTD                      | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     365000 | PA      | $308599.81     | 0.00%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| City of Houston TX                                                              | HOUSTON REF-TXB-A-PEN              | CUSIP: 442331QM9<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    1585000 | PA      | $1657441.16    | 0.02%             | 2032-03-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5181                          | CUSIP: 36179TXJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29263 | PA      | $26220.26      | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 785161                          | CUSIP: 3622AATS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9751884 | PA      | $8758745.53    | 0.13%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K053 X1                       | CUSIP: 3137BN6H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5795430 | PA      | $120463.81     | 0.00%             | 2025-12-25      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                         | BECTON DICKINSON                   | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     300000 | PA      | $264612.21     | 0.00%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | 2Y RTR 0.630000 03-FEB-2023        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   38496000 | NC      | $0.01          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CK7488                          | CUSIP: 3617Y3J96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     915209 | PA      | $776223.78     | 0.01%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AT7913                          | CUSIP: 3138WVYK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     454255 | PA      | $410717.73     | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Corporate Office Properties LP                                                  | CORPORATE OFFICE                   | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    2870000 | PA      | $2148423.31    | 0.03%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4099000 | PA      | $3910113.86    | 0.06%             | 2026-01-23      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                | VOLKSWAGEN FIN                     | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |    6600000 | PA      | $7775760.90    | 0.11%             | 2023-09-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM3934                          | CUSIP: 3617YPLP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     493852 | PA      | $418330.03     | 0.01%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL7266                          | CUSIP: 3617YFCB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1615119 | PA      | $1482067.46    | 0.02%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37575000 | PA      | $30230259.84   | 0.44%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMER INTL GROUP                    | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     715000 | PA      | $639527.79     | 0.01%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3521811.81    | 0.05%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                        | EBAY INC                           | CUSIP: 278642BA0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    1805000 | PA      | $1857073.62    | 0.03%             | 2027-11-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_22-B                                                    | CNH 2022-B A2                      | CUSIP: 12663JAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2200000 | PA      | $2172992.58    | 0.03%             | 2025-12-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC                    | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    3990000 | PA      | $3450177.78    | 0.05%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTL                      | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    4180000 | PA      | $3903786.14    | 0.06%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU3241                          | CUSIP: 3140M4S74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     487256 | PA      | $401785.81     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                               | KIMCO REALTY                       | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1136214.85    | 0.02%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AS6352                          | CUSIP: 3138WGBW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      69022 | PA      | $66862.06      | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fondo MIVIVIENDA SA                                                             | FONDO MIVIVIE SA                   | CUSIP: 344593AF5<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | NUSS              | PE        |    2548000 | PA      | $2406116.00    | 0.03%             | 2027-04-12      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CO9463                          | CUSIP: 3617FMQQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     989928 | PA      | $906109.44     | 0.01%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q20800                          | CUSIP: 3132JM3H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     459757 | PA      | $446057.29     | 0.01%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822AU8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     636000 | PA      | $619001.46     | 0.01%             | 2025-03-02      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BV3046                          | CUSIP: 3140MGL41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3024011 | PA      | $2679898.30    | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                     | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     200000 | PA      | $187381.45     | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU3177                          | CUSIP: 3140M4Q76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     483557 | PA      | $399356.70     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                    | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $168858.79     | 0.00%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1172819.61    | 0.02%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1996                          | CUSIP: 36179QGD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5957 | PA      | $5794.40       | 0.00%             | 2044-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3089445.97    | 0.04%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                       | MID-AMER APT LP                    | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     200000 | PA      | $171123.81     | 0.00%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE                      | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |    2016000 | PA      | $1831024.14    | 0.03%             | 2026-10-13      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE ENERGY CO                      | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $850150.25     | 0.01%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN2071                          | CUSIP: 3617F0JQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     391986 | PA      | $359903.20     | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                     | PNC BANK NA                        | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     262000 | PA      | $245330.27     | 0.00%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM3078                          | CUSIP: 3140X6M40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15323572 | PA      | $14583436.92   | 0.21%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5753                          | CUSIP: 36179UMA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58505 | PA      | $54885.44      | 0.00%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM9673                          | CUSIP: 3140XDXB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32960492 | PA      | $30369866.15   | 0.44%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                           | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $2944661.09    | 0.04%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA6620                          | CUSIP: 3140QELA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5941178 | PA      | $5468813.60    | 0.08%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                      | MATTEL INC                         | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     265000 | PA      | $259937.86     | 0.00%             | 2027-12-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AQ1177                          | CUSIP: 36189NJW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60705 | PA      | $55616.39      | 0.00%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                       | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |     500000 | PA      | $374324.80     | 0.01%             | 2040-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BH9912                          | CUSIP: 3140H0AN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     163110 | PA      | $151595.72     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2021-PJ7                                    | GSMBS 2021-PJ7 A2                  | CUSIP: 36262CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4394474 | PA      | $3500473.45    | 0.05%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CP0140                          | CUSIP: 3617FPEM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1461825 | PA      | $1385702.95    | 0.02%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2187991.75    | 0.03%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |  140000000 | PA      | $7670966.16    | 0.11%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA2754                          | CUSIP: 36179RBX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3946 | PA      | $3701.05       | 0.00%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV/NXP FDG                     | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    2350000 | PA      | $1633247.98    | 0.02%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP                   | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    4500000 | PA      | $3815926.70    | 0.06%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CI1294                          | CUSIP: 3617X5NK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     436333 | PA      | $380585.25     | 0.01%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-SCHATZ FUT   Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -120 | NC      | $145011.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     200000 | PA      | $182154.55     | 0.00%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2855000 | PA      | $3143778.74    | 0.05%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | DUKE ENERGY FLA                    | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     290000 | PA      | $231069.84     | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                          | ENERGIZER HLDGS                    | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     529000 | PA      | $460387.57     | 0.01%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1472000 | PA      | $1152267.54    | 0.02%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                             | FS KKR CAPITAL                     | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1065672.98    | 0.02%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                           | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1816836.70    | 0.03%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AP4923                          | CUSIP: 36188SPG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     226068 | PA      | $212686.74     | 0.00%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    9390000 | PA      | $9697680.25    | 0.14%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM7477                          | CUSIP: 3140XBJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18073955 | PA      | $17682543.53   | 0.26%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN AO3569                          | CUSIP: 3617A36E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21549 | PA      | $20482.87      | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB3092                          | CUSIP: 3140QNNJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      93795 | PA      | $76969.98      | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CO1584                          | CUSIP: 3617FCXM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     495268 | PA      | $454322.09     | 0.01%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CHILE)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3870000 | NC      | $-15203.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 785933                          | CUSIP: 3622ABPS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3825066 | PA      | $3405377.85    | 0.05%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZM6196                          | CUSIP: 3131Y03D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84542 | PA      | $78269.10      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                              | CENOVUS ENERGY                     | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $517920.59     | 0.01%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q61585                          | CUSIP: 3132VMXP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36425 | PA      | $35200.79      | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-C                                     | WOART 2022-C A2                    | CUSIP: 98163TAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5920000 | PA      | $5842654.61    | 0.08%             | 2026-03-16      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CANADIAN NATL RE                   | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    1400000 | PA      | $1225376.61    | 0.02%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |    3125000 | PA      | $2863846.13    | 0.04%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3034                          | CUSIP: 36179RLP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29008 | PA      | $27209.88      | 0.00%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN3052                          | CUSIP: 3617F2L96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2753642 | PA      | $2410789.85    | 0.03%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2620000 | PA      | $1719376.65    | 0.02%             | 2041-11-19      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K057 X1                       | CUSIP: 3137BRQL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39495761 | PA      | $1273852.82    | 0.02%             | 2026-07-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA8210                          | CUSIP: 3133KQDP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4461764 | PA      | $4509398.63    | 0.07%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2450000 | PA      | $1914217.10    | 0.03%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_18-BA                                          | NAVSL 2018-BA A2A                  | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     174034 | PA      | $168464.52     | 0.00%             | 2059-12-15      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-B                                         | FORDO 2022-B A4                    | CUSIP: 34534LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1100000 | PA      | $1059434.64    | 0.02%             | 2027-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5 1/23                        | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $986093.80     | 0.01%             | 2023-01-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA3256                          | CUSIP: 3133KJTM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9350166 | PA      | $8289123.79    | 0.12%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                         | VZ SECURED FINAN                   | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     370000 | PA      | $301671.96     | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K148 X1                       | CUSIP: 3137H8UB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  156503511 | PA      | $3421370.21    | 0.05%             | 2032-07-25      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                      | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |    3036000 | PA      | $3216607.04    | 0.05%             | 2026-01-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                         | ROCKWELL AUTOMAT                   | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $1618570.65    | 0.02%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1079674.50    | 0.02%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3006000 | PA      | $2263688.44    | 0.03%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 Mortgage Trust                                                      | CD 2017-CD4 AM                     | CUSIP: 12515DAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $45062.83      | 0.00%             | 2050-05-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES                    | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     641000 | PA      | $614604.34     | 0.01%             | 2025-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA0717                          | CUSIP: 3140Q7YP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2033356 | PA      | $1993351.38    | 0.03%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                          | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2657661.41    | 0.04%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BX2272                          | CUSIP: 3617Q6QZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3095954 | PA      | $2770490.62    | 0.04%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3804                          | CUSIP: 36179SGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10285 | PA      | $10004.70      | 0.00%             | 2046-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BY3449                          | CUSIP: 3617QKZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4198031 | PA      | $3694760.90    | 0.05%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2022-4                                                      | RCKT 2022-4 A2                     | CUSIP: 74938GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13693077 | PA      | $11773907.34   | 0.17%             | 2052-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | US LONG BOND(CBT) Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        154 | NC      | $-234930.18    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL RUBBERMAI                   | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      35000 | PA      | $33117.84      | 0.00%             | 2026-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RB5141                          | CUSIP: 3133KYWA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6522039 | PA      | $5539513.92    | 0.08%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    4525000 | PA      | $4491327.94    | 0.07%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                     | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $776316.59     | 0.01%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                  | SOUTHWESTN EL PR                   | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     207000 | PA      | $196474.85     | 0.00%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     242000 | PA      | $226755.51     | 0.00%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                      | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    3400000 | PA      | $3204985.62    | 0.05%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CB9155                          | CUSIP: 3617UVE44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2006424 | PA      | $1741030.92    | 0.03%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CHILE)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -4290000 | NC      | $-16853.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCI 1.5 1/23                      | CUSIP: 01F012411<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -8500000 | PA      | $-7379062.50   | -0.11%            | 2023-01-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA9318                          | CUSIP: 3140QHK87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     902071 | PA      | $836845.68     | 0.01%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                           | CROATIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |    5608000 | PA      | $5606861.58    | 0.08%             | 2023-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN0950                          | CUSIP: 3617YYBT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     454932 | PA      | $443555.04     | 0.01%             | 2050-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow Inc                                                              | SCRIPPS ESCROW                     | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     280000 | PA      | $250768.67     | 0.00%             | 2027-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RE5018                          | CUSIP: 3133N2SF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     167350 | PA      | $151498.54     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL4863                          | CUSIP: 3617YCML5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     984458 | PA      | $833910.60     | 0.01%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     167000 | PA      | $160907.84     | 0.00%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB2145                          | CUSIP: 3140QML36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     444866 | PA      | $368802.17     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN1776                          | CUSIP: 3617YY6M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1873601 | PA      | $1718500.25    | 0.02%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K038 X1                       | CUSIP: 3137BBBE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1578610 | PA      | $15128.77      | 0.00%             | 2024-03-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                    | CITY OF HOPE/THE                   | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |      80000 | PA      | $66265.74      | 0.00%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CO9421                          | CUSIP: 3617FMPE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1487817 | PA      | $1450457.50    | 0.02%             | 2050-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                       | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     248000 | PA      | $202395.60     | 0.00%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                                               | LITHIA MOTORS                      | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $972543.44     | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                        | KAZAKHSTAN                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KZ        |     200000 | PA      | $178323.20     | 0.00%             | 2044-10-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BN4458                          | CUSIP: 3140JL5U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27309 | PA      | $26682.97      | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-INV3 Trust                                                            | GCAT 2022-INV3 1A1                 | CUSIP: 36830RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7826393 | PA      | $7143110.02    | 0.10%             | 2052-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN1976                          | CUSIP: 3617F0FR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1759188 | PA      | $1613074.20    | 0.02%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6084                          | CUSIP: 36179UXM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6472 | PA      | $6390.41       | 0.00%             | 2049-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CJ1799                          | CUSIP: 3617XH7L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1080035 | PA      | $957342.61     | 0.01%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R08                                    | CAS 2022-R08 1M1                   | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23078978 | PA      | $23150107.66   | 0.34%             | 2042-07-25      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| Pepper Residential Securities Trust No. 23                                      | PEPAU 23A A1U                      | CUSIP: 71338BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      29151 | PA      | $29031.34      | 0.00%             | 2060-08-18      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4305                          | CUSIP: 31418DYB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2999851 | PA      | $2455281.96    | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AX5295                          | CUSIP: 3138Y63D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      88581 | PA      | $93385.23      | 0.00%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QD4135                          | CUSIP: 3133B1SY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1999048 | PA      | $1758166.69    | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (CS)                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -1800000 | NC      | $-198996.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BR2365                          | CUSIP: 3617LYTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36342 | PA      | $34002.75      | 0.00%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA8276                          | CUSIP: 3133KQFR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11980065 | PA      | $12078304.29   | 0.18%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AH3396                          | CUSIP: 3138A4X26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     457085 | PA      | $453078.00     | 0.01%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C43                                  | WFCM 2018-C43 C                    | CUSIP: 95001LAZ5<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $41790.24      | 0.00%             | 2051-03-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   58000000 | PA      | $40998750.00   | 0.60%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                      | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     610000 | PA      | $496961.48     | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZS9878                          | CUSIP: 3132AA6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     371970 | PA      | $346875.29     | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    9360000 | PA      | $7225206.67    | 0.10%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G61455                          | CUSIP: 31335BTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48313 | PA      | $46380.95      | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                      | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $848018.65     | 0.01%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                  | PHILLIPS 66 CO                     | CUSIP: 718547AC6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     305000 | PA      | $295255.99     | 0.00%             | 2025-02-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_22-2                                   | HAROT 2022-2 A2                    | CUSIP: 43815PAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2650000 | PA      | $2627418.56    | 0.04%             | 2025-03-18      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                     | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2530000 | PA      | $1986094.15    | 0.03%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7533                          | CUSIP: 36179WLN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   44303181 | PA      | $37153679.71   | 0.54%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL8797                          | CUSIP: 3617YGX26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1713034 | PA      | $1589435.34    | 0.02%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3740000 | PA      | $3643734.79    | 0.05%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC                                                            | ENLINK MIDSTREA                    | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95391.98      | 0.00%             | 2028-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2021-15                                              | JPMMT 2021-15 A2                   | CUSIP: 46654TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24935194 | PA      | $20789717.82   | 0.30%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance 2021-INV1                                     | MELLO 2021-INV1 A3                 | CUSIP: 58549KAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4015355 | PA      | $3198480.87    | 0.05%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1573881.81    | 0.02%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    3165000 | PA      | $2478182.75    | 0.04%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BV3045                          | CUSIP: 3140MGL33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3606554 | PA      | $3228412.10    | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7200000 | PA      | $4478624.64    | 0.07%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     207000 | PA      | $187378.81     | 0.00%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM3286                          | CUSIP: 3140J7UL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     243811 | PA      | $235483.11     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7830000 | PA      | $7490525.89    | 0.11%             | 2025-07-22      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP                   | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1650942.68    | 0.02%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cargo Aircraft Management Inc                                                   | CARGO AIRCRAFT M                   | CUSIP: 14180LAA4<br>LEI: 549300GH5J7LOMV44F11 | Long             | DBT              | CORP              | US        |     275000 | PA      | $249386.56     | 0.00%             | 2028-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CO9436                          | CUSIP: 3617FMPV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     478713 | PA      | $466692.62     | 0.01%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA2962                          | CUSIP: 36179RJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4705 | PA      | $4576.91       | 0.00%             | 2045-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD7532                          | CUSIP: 3132DVLM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5469453 | PA      | $4531512.09    | 0.07%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    4610000 | PA      | $4633575.68    | 0.07%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carnival Holdings Bermuda Ltd                                                   | CARNIVAL HLD BM                    | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $118045.87     | 0.00%             | 2028-05-01      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A87396                          | CUSIP: 312934GD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6720 | PA      | $6688.67       | 0.00%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8047                          | CUSIP: 3132DV5G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100810 | PA      | $98470.33      | 0.00%             | 2050-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA1952                          | CUSIP: 3140Q9E25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     442835 | PA      | $432696.64     | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650DE7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     200000 | PA      | $192020.87     | 0.00%             | 2024-08-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group Inc                                                 | COGENT COMMUNICA                   | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     318000 | PA      | $307283.63     | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Studio City Co Ltd                                                              | STUDIO CITY CO                     | CUSIP: 86400GAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     240000 | PA      | $224441.55     | 0.00%             | 2027-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   11105000 | PA      | $11299521.07   | 0.16%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATL GRID PLC                      | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $2015458.89    | 0.03%             | 2026-06-30      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A95160                          | CUSIP: 312943WV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56448 | PA      | $54856.99      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                            | PARKER-HANNIFIN                    | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    6740000 | PA      | $6594246.89    | 0.10%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE9 Mortgage Trust                                                  | COMM 2013-CR9 C                    | CUSIP: 12625UAG8<br>LEI: 549300C72XVZH4MIKU63 | Long             | ABS-MBS          | CORP              | US        |     230000 | PA      | $220934.96     | 0.00%             | 2045-07-10      | Variable      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Suncor Energy Inc                                                               | SUNCOR INC                         | CUSIP: 867229AE6<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     855000 | PA      | $879186.83     | 0.01%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                        | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    1795000 | PA      | $1834662.36    | 0.03%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | LIVE NATION ENT                    | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18990.45      | 0.00%             | 2026-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Cigna Corp                                                                      | CIGNA CORP                         | CUSIP: 125523AF7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1084000 | PA      | $1076013.67    | 0.02%             | 2023-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB5300                          | CUSIP: 3140QQ3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17926125 | PA      | $18070935.76   | 0.26%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5710                          | CUSIP: 36179UKX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58405 | PA      | $56446.22      | 0.00%             | 2049-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                    | NCL CORP                           | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     178000 | PA      | $133953.20     | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU                   | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1806812.22    | 0.03%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34100000 | PA      | $33103638.92   | 0.48%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K135 X1                       | CUSIP: 3137H4R51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  257295813 | PA      | $3403534.74    | 0.05%             | 2031-10-25      | Variable      | 0.28%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CG9302                          | CUSIP: 3617WPKP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     335331 | PA      | $298871.43     | 0.00%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RES PRTNRS                   | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     655000 | PA      | $661448.80     | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB2906                          | CUSIP: 3140QNGQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3887546 | PA      | $3553470.55    | 0.05%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                        | WILLIS NORTH AME                   | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     680000 | PA      | $483692.89     | 0.01%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K037 X1                       | CUSIP: 3137B8G50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37625282 | PA      | $266782.06     | 0.00%             | 2024-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                      | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1617844.32    | 0.02%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C4                              | JPMDB 2016-C4 A3                   | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $27395.35      | 0.00%             | 2049-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA3552                          | CUSIP: 31418C5N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39967 | PA      | $36939.00      | 0.00%             | 2038-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vail Resorts Inc                                                                | VAIL RESORTS                       | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    1501000 | PA      | $1503937.94    | 0.02%             | 2025-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AT7613                          | CUSIP: 36194GN67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20185 | PA      | $18288.39      | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU9875                          | CUSIP: 3140MB6M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1753491 | PA      | $1502090.88    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5138                          | CUSIP: 36179TV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1389632 | PA      | $1372239.22    | 0.02%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1191710.49    | 0.02%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                     | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     825000 | PA      | $632623.84     | 0.01%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS KG07 X1                       | CUSIP: 3137H8U25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  214587000 | PA      | $862060.36     | 0.01%             | 2032-08-25      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 785816                          | CUSIP: 3622ABK50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1592812 | PA      | $1510984.61    | 0.02%             | 2051-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (MET)                        | CUSIP: BVN4P0M06<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |    -700000 | NC      | $6887.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: EF8021778<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     900000 | PA      | $995146.85     | 0.01%             | 2035-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AL5925                          | CUSIP: 3138ENSP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18896400 | PA      | $17123388.13   | 0.25%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL2355                          | CUSIP: 3617Y9TL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1306601 | PA      | $1198259.48    | 0.02%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Colgate Energy Partners III LLC                                                 | COLGATE ENERGY                     | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |     615000 | PA      | $529521.77     | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA PWR & LT                   | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $855227.30     | 0.01%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                               | NEXSTAR ESCROW                     | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     295000 | PA      | $270941.68     | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB5297                          | CUSIP: 3140QQ3F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23917565 | PA      | $24101292.84   | 0.35%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM4012                          | CUSIP: 3140X7N62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2485865 | PA      | $2060426.34    | 0.03%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1019252.08    | 0.01%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                        | DIRECTV FIN/DTV                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     245000 | PA      | $219708.88     | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL8792                          | CUSIP: 3617YGXV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1303451 | PA      | $1195985.54    | 0.02%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 6 1/21                        | CUSIP: 01F060618<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -18000000 | PA      | $-18284061.60  | -0.27%            | 2023-01-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                        | AMERIPRISE FINL                    | CUSIP: 03076CAG1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     207000 | PA      | $201776.66     | 0.00%             | 2024-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                | EVEREST RE HLDGS                   | CUSIP: 299808AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1007206.01    | 0.01%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd / TAL International Container Corp           | TRITON CONTAINER                   | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    5670000 | PA      | $4378088.18    | 0.06%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                               | KIMCO REALTY                       | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $1655218.85    | 0.02%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AL1949                          | CUSIP: 3138EJEX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     320751 | PA      | $311017.96     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION RES                       | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     500000 | PA      | $392121.67     | 0.01%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM9431                          | CUSIP: 3140XDPR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1485244 | PA      | $1452545.27    | 0.02%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS1047                          | CUSIP: 3140XGEV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3717535 | PA      | $3618701.02    | 0.05%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                                          | SKYWORKS SOLUT                     | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $897882.08     | 0.01%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Dana Inc                                                                        | DANA INC                           | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     820000 | PA      | $662026.57     | 0.01%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                          | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $809161.67     | 0.01%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 626969                          | CUSIP: 36291FQW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     292681 | PA      | $265356.17     | 0.00%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_18-2                             | AMCAR 2019-1 D                     | CUSIP: 03066GAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     510000 | PA      | $501691.59     | 0.01%             | 2025-03-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Digital Euro Finco LLC                                                          | DIGITAL EURO FIN                   | CUSIP: N/A<br>LEI: 635400OUEAPTXSW3SC91       | Long             | DBT              | CORP              | US        |    6093000 | PA      | $6322011.55    | 0.09%             | 2024-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                        | CUSIP: 931142EW9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   19913000 | PA      | $19621116.84   | 0.28%             | 2025-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB4573                          | CUSIP: 3140QQCK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21909987 | PA      | $21610615.07   | 0.31%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46625HMN7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     256000 | PA      | $250494.50     | 0.00%             | 2025-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZL9045                          | CUSIP: 3131XRBN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     166099 | PA      | $155057.59     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     757000 | PA      | $748149.87     | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                             | UNITED AIRLINES                    | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     818000 | PA      | $761864.29     | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                        | CUSIP: EK1093963<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |    2586019 | PA      | $3080630.17    | 0.04%             | 2024-09-07      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $869487.26     | 0.01%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB3567                          | CUSIP: 3140QN6D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     585240 | PA      | $501368.41     | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                       | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     236000 | PA      | $217327.19     | 0.00%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C TECH INC                      | CUSIP: 78466DBG8<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |     108894 | PA      | $106757.31     | 0.00%             | 2029-03-22      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C49                                  | WFCM 2019-C49 ASB                  | CUSIP: 95001WAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80000 | PA      | $76029.49      | 0.00%             | 2052-03-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6278                          | CUSIP: 36179U6P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118148 | PA      | $116660.83     | 0.00%             | 2049-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                     | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     925000 | PA      | $792652.95     | 0.01%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                     | EX-IM BK OF IN                     | CUSIP: 30216JAC9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     240000 | PA      | $222572.55     | 0.00%             | 2028-02-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 785395                          | CUSIP: 3622AA3C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     826170 | PA      | $729366.29     | 0.01%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 3 1/23                        | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   87200000 | PA      | $76681500.00   | 1.11%             | 2023-01-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                               | GENERAL MILLS IN                   | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      40000 | PA      | $32079.71      | 0.00%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1566058.35    | 0.02%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CD3535                          | CUSIP: 3617VD4U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2068670 | PA      | $1794857.82    | 0.03%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                            | CADILLAC FAIRVIE                   | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     200000 | PA      | $183046.37     | 0.00%             | 2027-03-20      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Phillips 66                                                                     | PHILLIPS 66                        | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $965859.21     | 0.01%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST TESLA_20-A                                               | TESLA 2020-A C                     | CUSIP: 88167HAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99480.57      | 0.00%             | 2024-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1600                          | CUSIP: 36179NX52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6722 | PA      | $6306.75       | 0.00%             | 2044-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                      | STANLEY BLACK                      | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    1126000 | PA      | $926571.57     | 0.01%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4963                          | CUSIP: 36179TQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1082366 | PA      | $1044523.97    | 0.02%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                      | CUSIP: 857524AD4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    5900000 | PA      | $6060914.89    | 0.09%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BP4484                          | CUSIP: 3140KB6W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     314671 | PA      | $313181.01     | 0.00%             | 2040-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2693000 | PA      | $2133686.41    | 0.03%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM9696                          | CUSIP: 3140XDX27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6024133 | PA      | $5169512.94    | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5264                          | CUSIP: 36179TZ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1652566 | PA      | $1597110.45    | 0.02%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                              | JM SMUCKER CO                      | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |      85000 | PA      | $66005.66      | 0.00%             | 2032-03-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MAC4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     290000 | PA      | $279566.30     | 0.00%             | 2026-03-09      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| CDK GLOBAL INC                                                                  | CDK 6/30/2029                      | CUSIP: N/A<br>LEI: 5493000L10CYRTHIJ385       | Long             | LON              | CORP              | US        |     150000 | PA      | $148570.35     | 0.00%             | 2029-06-30      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   11900000 | PA      | $12391656.71   | 0.18%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA8098                          | CUSIP: 3133KP7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16746335 | PA      | $16874963.61   | 0.24%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CH7850                          | CUSIP: 3617X0WK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     197020 | PA      | $172787.59     | 0.00%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $186848.22     | 0.00%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                     | CUSIP: 084664CT6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     800000 | PA      | $610245.37     | 0.01%             | 2059-06-19      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                 | CMS ENERGY                         | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1032782.69    | 0.01%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA4412                          | CUSIP: 3140QB3W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     581286 | PA      | $584832.45     | 0.01%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CO7338                          | CUSIP: 3617FKEK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     892327 | PA      | $827750.55     | 0.01%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_22-2                             | COPAR 2022-2 A2A                   | CUSIP: 14043GAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6690000 | PA      | $6617560.01    | 0.10%             | 2025-09-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                       | TYCO ELECTRONICS                   | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    3260000 | PA      | $2686182.33    | 0.04%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMER INTL GROUP                    | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    1716000 | PA      | $1461184.31    | 0.02%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CORP                        | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     400000 | PA      | $372537.40     | 0.01%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $2483348.53    | 0.04%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     630000 | PA      | $600218.41     | 0.01%             | 2026-01-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                     | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2308000.00    | 0.03%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                    | CALPINE CORP                       | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     395000 | PA      | $353575.39     | 0.01%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP                   | CUSIP: 828807CY1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     203000 | PA      | $189970.00     | 0.00%             | 2026-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                     | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2082938.55    | 0.03%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM2346                          | CUSIP: 3617YMTB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     491479 | PA      | $450640.47     | 0.01%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | CBS CORP                           | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    3042000 | PA      | $2254041.78    | 0.03%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (T)                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3370000 | NC      | $4044.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD7548                          | CUSIP: 3132DVL52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16055974 | PA      | $13749743.83   | 0.20%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SVCS                      | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     864000 | PA      | $664173.32     | 0.01%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                | BMARK 2018-B1 A5                   | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     340000 | PA      | $317449.67     | 0.00%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q57178                          | CUSIP: 3132Y06Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     980495 | PA      | $940015.86     | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    5375000 | PA      | $5407499.83    | 0.08%             | 2025-11-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP                   | CUSIP: 828807CR6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     236000 | PA      | $232547.81     | 0.00%             | 2024-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Beth Israel Lahey Health Inc                                                    | BETH ISRAEL LAHE                   | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |    3635000 | PA      | $2235140.71    | 0.03%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BW6292                          | CUSIP: 3617NX7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2256094 | PA      | $1967134.01    | 0.03%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA5544                          | CUSIP: 3140QDES9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5525590 | PA      | $4960198.78    | 0.07%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CJ9745                          | CUSIP: 3617XSZJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     367964 | PA      | $324511.54     | 0.00%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q53535                          | CUSIP: 3132XV4V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      88091 | PA      | $81766.41      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER                   | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     203462 | PA      | $192984.18     | 0.00%             | 2028-10-21      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     403000 | PA      | $369292.46     | 0.01%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMER INTL GROUP                    | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     163000 | PA      | $153561.19     | 0.00%             | 2025-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM9835                          | CUSIP: 3140XD4V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4016230 | PA      | $3735410.61    | 0.05%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA3385                          | CUSIP: 31418CXP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7210460 | PA      | $7060608.88    | 0.10%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC                   | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    2500000 | PA      | $2080862.23    | 0.03%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA6112                          | CUSIP: 3133KMYH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2071722 | PA      | $1886377.32    | 0.03%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CO2851                          | CUSIP: 3617FEEY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     990838 | PA      | $910612.11     | 0.01%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC                   | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     255000 | PA      | $166349.05     | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5213155.31    | 0.08%             | 2033-08-03      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PAY2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7223000 | PA      | $7117419.24    | 0.10%             | 2024-12-05      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHL6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2586864.73    | 0.04%             | 2024-07-23      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp                                                            | KAISER ALUMINUM                    | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     485000 | PA      | $389657.22     | 0.01%             | 2031-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                           | L BRANDS INC                       | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     210000 | PA      | $207123.15     | 0.00%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     958000 | PA      | $826043.11     | 0.01%             | 2039-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN2048                          | CUSIP: 3617F0HZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1287723 | PA      | $1178748.87    | 0.02%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                            | PROLOGIS INTL II                   | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |    2062000 | PA      | $1657318.94    | 0.02%             | 2032-06-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CH7849                          | CUSIP: 3617X0WJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     991466 | PA      | $869523.23     | 0.01%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_19-A                               | EDVES 2019-A A                     | CUSIP: 28166GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      34857 | PA      | $32663.38      | 0.00%             | 2038-11-25      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                             | PAYPAL HOLDING                     | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1078661.14    | 0.02%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA0522                          | CUSIP: 3140Q7SL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     173827 | PA      | $151421.70     | 0.00%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GNR 2021-41 TP                     | CUSIP: 38382PCW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1752790 | PA      | $1599316.95    | 0.02%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                             | DELTA AIR LINES                    | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     325000 | PA      | $273395.88     | 0.00%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     515000 | PA      | $521176.05     | 0.01%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BM4124                          | CUSIP: 3617JUSM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152422 | PA      | $142618.74     | 0.00%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS KG05 X1                       | CUSIP: 3137FFXM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   63628000 | PA      | $1295516.98    | 0.02%             | 2031-01-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     201000 | PA      | $187746.16     | 0.00%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                                               | CLEAN HARBORS IN                   | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     114000 | PA      | $107740.06     | 0.00%             | 2027-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3580000 | PA      | $3656852.65    | 0.05%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cameron LNG LLC                                                                 | CAMERON LNG                        | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1310030.26    | 0.02%             | 2039-01-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q47042                          | CUSIP: 3132WLZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     429311 | PA      | $411648.43     | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1524000 | PA      | $1412692.62    | 0.02%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1735000 | PA      | $1281808.82    | 0.02%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP                   | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     223000 | PA      | $196123.69     | 0.00%             | 2031-03-30      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Colgate Energy Partners III LLC                                                 | COLGATE ENERGY                     | CUSIP: 19416MAA7<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |     210000 | PA      | $205003.52     | 0.00%             | 2026-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HLDS                   | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1417206.69    | 0.02%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4577                          | CUSIP: 31418ECP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     993861 | PA      | $810904.91     | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $4257899.45    | 0.06%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                    | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   10000000 | PA      | $9903452.40    | 0.14%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q38356                          | CUSIP: 3132QVJA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35413 | PA      | $34212.68      | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM9505                          | CUSIP: 3140XDR32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11772707 | PA      | $10102368.43   | 0.15%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD7521                          | CUSIP: 3132DVLA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22410369 | PA      | $19389742.70   | 0.28%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2021-3                                                      | RCKT 2021-3 A1                     | CUSIP: 74938DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4122362 | PA      | $3283718.94    | 0.05%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QD3487                          | CUSIP: 3133B02U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2939797 | PA      | $2529522.23    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                                  | BANK 2017-BNK6 AS                  | CUSIP: 060352AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $44865.51      | 0.00%             | 2060-07-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                                         | SBA COMMUNICATIO                   | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     325000 | PA      | $270647.53     | 0.00%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 2 1/23                        | CUSIP: 21H020618<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -7000000 | PA      | $-5870156.60   | -0.09%            | 2023-01-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS                   | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $687732.66     | 0.01%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $191900.57     | 0.00%             | 2026-09-12      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZT1682                          | CUSIP: 3132AD2P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     753489 | PA      | $676249.12     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1198000 | PA      | $1100278.72    | 0.02%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                       | WESTAR ENERGY                      | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1322159.38    | 0.02%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 784329                          | CUSIP: 3622A2Y22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107634 | PA      | $97533.70      | 0.00%             | 2043-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786205                          | CUSIP: 3622ABYA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4794194 | PA      | $4419956.52    | 0.06%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1172000 | PA      | $737685.09     | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1383220.54    | 0.02%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                            | CHENIERE CORP CH                   | CUSIP: 16412XAD7<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2035389.28    | 0.03%             | 2024-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                         | MAGNA INTL INC                     | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $165076.74     | 0.00%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                                          | SKYWORKS SOLUT                     | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    4110000 | PA      | $3219423.38    | 0.05%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1304000 | PA      | $1082858.34    | 0.02%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AS3776                          | CUSIP: 3138WDFS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     451380 | PA      | $432771.02     | 0.01%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                 | WEYERHAEUSER CO                    | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     145000 | PA      | $132300.00     | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1205496.22    | 0.02%             | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                               | DEVON ENERGY                       | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1038000 | PA      | $968500.63     | 0.01%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     253000 | PA      | $243298.32     | 0.00%             | 2025-09-29      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                            | COLGATE-PALM CO                    | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    4530000 | PA      | $4098708.80    | 0.06%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | REPUBLIC OF PERU                   | CUSIP: 715638DA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    7450000 | PA      | $6315630.59    | 0.09%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                        | WARNERMEDIA HLDG                   | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    4340000 | PA      | $3179292.82    | 0.05%             | 2062-03-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CK9541                          | CUSIP: 3617Y5S67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     988114 | PA      | $963237.11     | 0.01%             | 2050-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     930000 | PA      | $996105.53     | 0.01%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5330                          | CUSIP: 36179T4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     319641 | PA      | $308913.45     | 0.00%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA6388                          | CUSIP: 3140QEC26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1909949 | PA      | $1576231.08    | 0.02%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AH8824                          | CUSIP: 3138AAYW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4719 | PA      | $4579.12       | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                           | AMERICAN AIRLINE                   | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     107500 | PA      | $115652.53     | 0.00%             | 2025-07-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EURO-BUND FUTURE  Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        189 | NC      | $-1351807.31   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL8487                          | CUSIP: 3617YGNC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1442264 | PA      | $1325739.27    | 0.02%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                    | NEWMONT CORP                       | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    2540000 | PA      | $2041926.52    | 0.03%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK20                                                                 | BANK 2019-BN20 A3                  | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $174502.36     | 0.00%             | 2062-09-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | PANAMA                             | CUSIP: 698299AT1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     780000 | PA      | $884386.04     | 0.01%             | 2034-04-28      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15                     | MSBAM 2014-C15 C                   | CUSIP: 61763KBF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $143095.65     | 0.00%             | 2047-04-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G60707                          | CUSIP: 31335AYC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1702361 | PA      | $1521686.82    | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CO3415                          | CUSIP: 3617FEYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2779040 | PA      | $2578145.88    | 0.04%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | PUBLIC SERV COLO                   | CUSIP: 744448CN9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $794058.55     | 0.01%             | 2047-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CJ2375                          | CUSIP: 3617XJT83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     487093 | PA      | $419733.19     | 0.01%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AO8167                          | CUSIP: 3138M0CD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     190189 | PA      | $181654.96     | 0.00%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                    | NOVELIS CORP                       | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     315000 | PA      | $278499.00     | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BQ7636                          | CUSIP: 3617LSPV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21212 | PA      | $19241.12      | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    7000000 | PA      | $6464088.54    | 0.09%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN2066                          | CUSIP: 3617F0JK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     492643 | PA      | $438800.87     | 0.01%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                        | KLA CORP                           | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2637650.34    | 0.04%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $21512.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM6043                          | CUSIP: 3140X9WD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     862575 | PA      | $801696.21     | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CJ4257                          | CUSIP: 3617XLWS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     434022 | PA      | $386734.51     | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ANTHEM INC                         | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $1699334.21    | 0.02%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q32008                          | CUSIP: 3132QNGS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      66427 | PA      | $62498.63      | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB4133                          | CUSIP: 3140QPSX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4837355 | PA      | $4670715.62    | 0.07%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AS8320                          | CUSIP: 3138WJG69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     223997 | PA      | $201221.88     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc                                                           | ELEMENT SOLN INC                   | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     327500 | PA      | $279548.42     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 785378                          | CUSIP: 3622AA2K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3201001 | PA      | $2792094.22    | 0.04%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C19                                        | WFRBS 2014-C19 A4                  | CUSIP: 92938VAP0<br>LEI: 549300FCX3YXSYSLU895 | Long             | ABS-MBS          | CORP              | US        |    6467263 | PA      | $6349696.49    | 0.09%             | 2047-03-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM8551                          | CUSIP: 3617YUQC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     440113 | PA      | $403819.99     | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES                    | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     235000 | PA      | $233404.13     | 0.00%             | 2024-05-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS1653                          | CUSIP: 3140XGZT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5347749 | PA      | $4947962.99    | 0.07%             | 2036-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM3376                          | CUSIP: 3617YNXD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     451884 | PA      | $428463.56     | 0.01%             | 2050-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM9428                          | CUSIP: 3140XDPN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1755305 | PA      | $1698308.85    | 0.02%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR                | TRGP 6.5 7/15/2027                 | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $121165.18     | 0.00%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CN6639                          | CUSIP: 3617F6LU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     392692 | PA      | $364577.86     | 0.01%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                     | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    1269000 | PA      | $1188816.22    | 0.02%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                     | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2435000 | PA      | $2386100.91    | 0.03%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                      | DCP MIDSTREAM OP                   | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      59000 | PA      | $58617.65      | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     237000 | PA      | $203287.10     | 0.00%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2375997.57    | 0.03%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM2485                          | CUSIP: 3140X5XP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3203967 | PA      | $3316970.72    | 0.05%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 AP4904                          | CUSIP: 36188SNV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87167 | PA      | $82031.08      | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | VONOVIA SE                         | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     800000 | PA      | $462674.87     | 0.01%             | 2041-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG G07961                          | CUSIP: 3128MAFA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      66168 | PA      | $61956.30      | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                      | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     965000 | PA      | $688518.20     | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6296674.54    | 0.09%             | 2026-01-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                     | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    3545000 | PA      | $3120533.82    | 0.05%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP CAPITAL PLC                     | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     278000 | PA      | $261247.88     | 0.00%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU                   | CUSIP: 04685A2S9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1903649.24    | 0.03%             | 2024-01-08      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BH9277                          | CUSIP: 3140GYJX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3207430 | PA      | $2972860.38    | 0.04%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GGT0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     479000 | PA      | $458912.81     | 0.01%             | 2025-10-01      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8216                          | CUSIP: 3132DWDV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1713854 | PA      | $1316724.83    | 0.02%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                               | BMARK 2020-B16 A5                  | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $171443.20     | 0.00%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  120200000 | PA      | $107071900.24  | 1.55%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P GLOBAL INC                     | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2107432.58    | 0.03%             | 2032-03-01      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Palisades Center Trust 2016-PLSD                                                | PCT 2016-PLSD A                    | CUSIP: 69640GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $341843.30     | 0.00%             | 2033-04-13      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | Euro-BTP Future   Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -337 | NC      | $2500157.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 2.5 1/23                      | CUSIP: 01F022618<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -66650000 | PA      | $-56600433.02  | -0.82%            | 2023-01-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT                   | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     700000 | PA      | $594557.85     | 0.01%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $160752.25     | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     465000 | PA      | $436660.51     | 0.01%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5.5 1/23                      | CUSIP: 01F052615<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -54000000 | PA      | $-54177184.80  | -0.79%            | 2023-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  125000000 | PA      | $120468750.00  | 1.75%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FNDG                      | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |    2200000 | PA      | $2183854.29    | 0.03%             | 2027-10-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     190000 | PA      | $138269.65     | 0.00%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     200000 | PA      | $188019.99     | 0.00%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA2677                          | CUSIP: 36179Q6N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36083 | PA      | $33002.65      | 0.00%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                         | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    3762000 | PA      | $3997824.32    | 0.06%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CB7840                          | CUSIP: 3617UTV99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     171731 | PA      | $154514.00     | 0.00%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q51190                          | CUSIP: 3132XTKC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     425125 | PA      | $401909.40     | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                    | PRAXAIR INC                        | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $556981.54     | 0.01%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU3242                          | CUSIP: 3140M4S82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     854153 | PA      | $705386.51     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     600000 | PA      | $535116.31     | 0.01%             | 2038-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                          | GSMS 2014-GC24 C                   | CUSIP: 36253GAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $136668.72     | 0.00%             | 2047-09-10      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QU7369                          | CUSIP: 3133JLFJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     164005 | PA      | $148053.95     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     850000 | PA      | $573763.42     | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-3                               | SDART 2022-3 C                     | CUSIP: 80285UAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     730000 | PA      | $681391.49     | 0.01%             | 2029-08-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AS4793                          | CUSIP: 3138WEKF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55118 | PA      | $51758.32      | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CI1248                          | CUSIP: 3617X5L57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     898303 | PA      | $782494.24     | 0.01%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | UNITED TECH CORP                   | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2624604.49    | 0.04%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA3245                          | CUSIP: 36179RTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18842 | PA      | $18327.53      | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BG Energy Capital PLC                                                           | BG ENERGY CAP                      | CUSIP: EI8604791<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $697787.08     | 0.01%             | 2036-11-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                  | ALBEMARLE CORP                     | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1818881.20    | 0.03%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                             | INVESCO FIN PLC                    | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |     590000 | PA      | $547949.65     | 0.01%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                      | NASDAQ INC                         | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1086654.09    | 0.02%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                 | CHEVRON USA INC                    | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $917430.73     | 0.01%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19800000 | PA      | $17708625.00   | 0.26%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM9003                          | CUSIP: 3140XDAD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2395559 | PA      | $2046554.83    | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | LEVEL 3 FIN INC                    | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     295000 | PA      | $232394.57     | 0.00%             | 2028-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | ASTRAZENECA FIN                    | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1545983.80    | 0.02%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BK8399                          | CUSIP: 3617J9KL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     479643 | PA      | $467638.91     | 0.01%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL7051                          | CUSIP: 3617YEZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     398916 | PA      | $355788.57     | 0.01%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $902040.77     | 0.01%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB3097                          | CUSIP: 3140QNNP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2659493 | PA      | $2278736.40    | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5931                          | CUSIP: 36179USU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     182355 | PA      | $174928.03     | 0.00%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $831932.77     | 0.01%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3551562.14    | 0.05%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                  | OMEGA HEALTHCARE                   | CUSIP: 681936BH2<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196259.11     | 0.00%             | 2026-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                    | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2041927.36    | 0.03%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PT                   | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     147000 | PA      | $141706.08     | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                      | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     370000 | PA      | $238691.28     | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM2476                          | CUSIP: 3617YMXD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2261720 | PA      | $2074702.48    | 0.03%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                     | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    1117000 | PA      | $1047007.63    | 0.02%             | 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        |    6800000 | PA      | $7117159.48    | 0.10%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CI7163                          | CUSIP: 3617XB5Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     448475 | PA      | $391247.58     | 0.01%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL3288                          | CUSIP: 3617YAUM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     415271 | PA      | $357852.78     | 0.01%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 785392                          | CUSIP: 3622AA2Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1152524 | PA      | $989574.58     | 0.01%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                     | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3149237.60    | 0.05%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |    1100000 | PA      | $832221.20     | 0.01%             | 2026-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | PHILIPPINES(REP)                   | CUSIP: 718286CT2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    1310000 | PA      | $1382837.78    | 0.02%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                       | CUSIP: 292480AH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     280000 | PA      | $272859.71     | 0.00%             | 2024-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     265000 | PA      | $231823.49     | 0.00%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AU3985                          | CUSIP: 3138X3NB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     198516 | PA      | $179409.27     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CO7375                          | CUSIP: 3617FKFQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1485950 | PA      | $1365638.83    | 0.02%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | ENTERGY ARKANSAS                   | CUSIP: 29364DAU4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     202000 | PA      | $194188.91     | 0.00%             | 2026-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CK3650                          | CUSIP: 3617XYBT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     491954 | PA      | $428213.60     | 0.01%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                           | SOUTHWEST AIR                      | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $1862051.56    | 0.03%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-6                                                 | JPMMT 2021-6 A3                    | CUSIP: 46653PAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2812717 | PA      | $2244021.15    | 0.03%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCI 2 1/23                        | CUSIP: 01F020414<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7000000 | PA      | $6240937.50    | 0.09%             | 2023-01-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                     | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    1300000 | PA      | $918804.87     | 0.01%             | 2049-11-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA3412                          | CUSIP: 31418CYJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     191101 | PA      | $176550.12     | 0.00%             | 2038-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                    | BBCMS 2020-C6 A4                   | CUSIP: 05492TBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $169989.64     | 0.00%             | 2053-02-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                          | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $2400912.13    | 0.03%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                           | BONANZA CREEK EN                   | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     240000 | PA      | $220557.57     | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CANADIAN NATL RE                   | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1686587.66    | 0.02%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CG8117                          | CUSIP: 3617WNAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     488659 | PA      | $439662.75     | 0.01%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB2606                          | CUSIP: 3140QM3Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38216142 | PA      | $31212865.66   | 0.45%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Arconic Corp                                                                    | ARCONIC ROLLED P                   | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     225000 | PA      | $211489.67     | 0.00%             | 2028-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR                   | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3399793.28    | 0.05%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN                   | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     660000 | PA      | $616925.93     | 0.01%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 5YR NOTE (CBT) Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       5399 | NC      | $-2510222.88   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6082                          | CUSIP: 36179UXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21546 | PA      | $20188.48      | 0.00%             | 2049-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA3416                          | CUSIP: 31418CYN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3047998 | PA      | $2991192.83    | 0.04%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | USD/ZAR FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-139.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   44450000 | PA      | $44727812.50   | 0.65%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BV2674                          | CUSIP: 3140MF6L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5273063 | PA      | $4636702.51    | 0.07%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LP TRL_18-1                                                | TRL 2018-1A A2                     | CUSIP: 89657AAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     440000 | PA      | $411495.70     | 0.01%             | 2048-06-17      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1570822.74    | 0.02%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BX2444                          | CUSIP: 3617Q6WD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2544788 | PA      | $2277230.52    | 0.03%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                    | ENTERGY CORP                       | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    1721000 | PA      | $1448585.99    | 0.02%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA                   | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    6270000 | PA      | $6042252.72    | 0.09%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q03650                          | CUSIP: 3132GJWK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     330616 | PA      | $328064.07     | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA8266                          | CUSIP: 3133KQFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8900361 | PA      | $8972243.35    | 0.13%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_18-C                                       | SMB 2018-C A2A                     | CUSIP: 78449QAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     281692 | PA      | $263307.48     | 0.00%             | 2035-11-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 784189                          | CUSIP: 3622A2UN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     737486 | PA      | $688249.52     | 0.01%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VBW3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2368000 | PA      | $2496963.92    | 0.04%             | 2026-02-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                      | KELLOGG CO                         | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     530000 | PA      | $453595.25     | 0.01%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1224                          | CUSIP: 36179NLD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12224 | PA      | $11469.12      | 0.00%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QE0958                          | CUSIP: 3133BAB34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     248981 | PA      | $203133.65     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | GN 627027                          | CUSIP: 36291FSQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     542213 | PA      | $535319.32     | 0.01%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     325000 | PA      | $287560.20     | 0.00%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                     | ENBRIDGE ENERGY                    | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     125000 | PA      | $116988.51     | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                     | CGCMT 2017-P8 A3                   | CUSIP: 17326DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20000 | PA      | $18166.31      | 0.00%             | 2050-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM2563                          | CUSIP: 3617YMZ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     492251 | PA      | $451500.36     | 0.01%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | FHMS K043 X1                       | CUSIP: 3137BGK32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11132309 | PA      | $99610.79      | 0.00%             | 2024-12-25      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AL7620                          | CUSIP: 3138EQPE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     113296 | PA      | $103472.58     | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1001000 | PA      | $875430.03     | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     890000 | PA      | $768682.33     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-2                               | SDART 2020-2 D                     | CUSIP: 80285RAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     790000 | PA      | $769485.83     | 0.01%             | 2026-09-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZM0192                          | CUSIP: 3131XTF96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     114942 | PA      | $104653.80     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM2604                          | CUSIP: 3617YM3M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     444898 | PA      | $408415.19     | 0.01%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | AMER ELEC PWR                      | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2021846.74    | 0.03%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                                           | BERMUDA-GOVT OF                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BM        |     700000 | PA      | $672799.19     | 0.01%             | 2027-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AT7948                          | CUSIP: 3138WVZN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     937305 | PA      | $902789.13     | 0.01%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU                   | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     860000 | PA      | $753534.91     | 0.01%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 2YR NOTE (CBT) Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -1702 | NC      | $1219511.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA3198                          | CUSIP: 31418CRU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7192 | PA      | $6548.15       | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL1812                          | CUSIP: 3617Y9AM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     239881 | PA      | $212433.00     | 0.00%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 10yr Ultra Fut Mar23            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -568 | NC      | $1495803.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | ANHEUSER-BUSCH                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3090000 | PA      | $2913167.40    | 0.04%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Q56632                          | CUSIP: 3132Y0LN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     854662 | PA      | $819609.70     | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                               | TAKE-TWO INTERAC                   | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    2905000 | PA      | $2569739.82    | 0.04%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC                   | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204840.76     | 0.00%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP                   | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     655000 | PA      | $496482.34     | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 BR2445                          | CUSIP: 3617LYWE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19810 | PA      | $18533.94      | 0.00%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                       | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     227500 | PA      | $186380.56     | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4778                          | CUSIP: 36179TJX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10575400 | PA      | $9875353.61    | 0.14%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $542138.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 785283                          | CUSIP: 3622AAXL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     369473 | PA      | $315232.63     | 0.00%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL6023                          | CUSIP: 3617YDVQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2139788 | PA      | $1906882.14    | 0.03%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | MSBAM 2016-C29 A4                  | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     133000 | PA      | $123550.48     | 0.00%             | 2049-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 3 1/23                        | CUSIP: 01F030611<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -148900000 | PA      | $-130938937.50 | -1.90%            | 2023-01-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $2644224.38    | 0.04%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                     | CUSIP: 822582AY8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $451931.75     | 0.01%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN AD0575                          | CUSIP: 31418MT93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23664 | PA      | $23681.72      | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-1                                  | GFORT 2020-1 C                     | CUSIP: 361886CK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     120000 | PA      | $116468.53     | 0.00%             | 2025-08-15      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD                   | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     555000 | PA      | $484331.72     | 0.01%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA1448                          | CUSIP: 36179NTD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69687 | PA      | $65382.92      | 0.00%             | 2043-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4718                          | CUSIP: 36179TG33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21982557 | PA      | $19982779.58   | 0.29%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3055348.80    | 0.04%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786149                          | CUSIP: 3622ABWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16025534 | PA      | $14205999.77   | 0.21%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20230131               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $13428.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CP0124                          | CUSIP: 3617FPD52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     496512 | PA      | $471308.11     | 0.01%             | 2049-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                           | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $788437.61     | 0.01%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4587                          | CUSIP: 36179TCY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     693328 | PA      | $669094.49     | 0.01%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                         | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     382000 | PA      | $359881.32     | 0.01%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                           | UNILEVER CAPITAL                   | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     294000 | PA      | $248477.75     | 0.00%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CM1478                          | CUSIP: 3617YLUB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     397736 | PA      | $354880.52     | 0.01%             | 2048-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CJ2623                          | CUSIP: 3617XJ4G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     457625 | PA      | $434306.62     | 0.01%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     135000 | PA      | $120305.25     | 0.00%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA2753                          | CUSIP: 36179RBW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     132456 | PA      | $121146.60     | 0.00%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                      | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    1116000 | PA      | $1036176.45    | 0.02%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CP0146                          | CUSIP: 3617FPET9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     496380 | PA      | $471183.88     | 0.01%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS0363                          | CUSIP: 3140XFMM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16029047 | PA      | $13765139.26   | 0.20%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CO9446                          | CUSIP: 3617FMP72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     989677 | PA      | $905877.76     | 0.01%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 784415                          | CUSIP: 3622A23Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1089428 | PA      | $1020552.04    | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZL9478                          | CUSIP: 3131XRQ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     259239 | PA      | $241976.03     | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA3214                          | CUSIP: 31418CSC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     600877 | PA      | $544543.14     | 0.01%             | 2037-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12000000 | PA      | $9375000.00    | 0.14%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                           | HELMERICH & PAYN                   | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    2670000 | PA      | $2161707.16    | 0.03%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     427000 | PA      | $391086.72     | 0.01%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN GAS PART                   | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    2614000 | PA      | $2394879.52    | 0.03%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA0070                          | CUSIP: 3140Q7CG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     235305 | PA      | $214107.44     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG A90393                          | CUSIP: 312938NJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     114574 | PA      | $120844.52     | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL8488                          | CUSIP: 3617YGND3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1318581 | PA      | $1209951.99    | 0.02%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL                     | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    1545000 | PA      | $1496584.15    | 0.02%             | 2023-10-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP                   | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    7080000 | PA      | $7177716.60    | 0.10%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CL1797                          | CUSIP: 3617Y87J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1627346 | PA      | $1426086.71    | 0.02%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1078343.12    | 0.02%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 635058                          | CUSIP: 36291QQK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     189558 | PA      | $173735.94     | 0.00%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | DUKE ENERGY FLA                    | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     241000 | PA      | $228836.44     | 0.00%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786184                          | CUSIP: 3622ABXM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3502237 | PA      | $3124675.46    | 0.05%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3137513.66    | 0.05%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                       | MYLAN INC                          | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92616.15      | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** VANGUARD MALVERN FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer