# EDGAR Filing Document

**Accession Number:** 0001028621
**File Stem:** 0001752724-23-038576
**Filing Date:** 2023-2
**Character Count:** 461845
**Document Hash:** 24ca5088589114889a94ebf8af6bba9c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-038576.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-038576

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** METROPOLITAN WEST FUNDS
- **CENTRAL INDEX KEY:** 0001028621
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07989
- **FILM NUMBER:** 23664513

**BUSINESS ADDRESS:**
- **STREET 1:** METROPOLITAN WEST ASSET MANAGEMENT
- **STREET 2:** 865 S. FIGUEROA STREET, SUITE 1800
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90017
- **BUSINESS PHONE:** 213-244-0000

**MAIL ADDRESS:**
- **STREET 1:** METROPOLITAN WEST ASSET MANAGEMENT
- **STREET 2:** 865 S. FIGUEROA STREET, SUITE 1800
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90017

## Series and Classes Contracts Data

### METROPOLITAN WEST INTERMEDIATE BOND FUND (Series ID: S000001150)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000003070 | CLASS I      | MWIIX           |
| C000003071 | CLASS M      | MWIMX           |

## Nport-Ex

# Intermediate Bond Fund
Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Balance | Maturity Date | Principal Amount | Value | Balance | Maturity Date | Principal Amount | Value |
| --- | --- | --- | --- | --- | --- | --- | --- |
| BONDS - 105.15% |  |  |  | ASSET-BACKED SECURITIES (continued) |  |  |  |
| ASSET-BACKED SECURITIES - 5.87%** |  |  |  | Dryden XXVI Senior Loan Fund, |  |  |  |
| Academic Loan Funding Trust, |  |  |  | Settlements and Associates AR |  |  |  |
| Series 2012-1A, Class A2 |  |  |  | (Cayman Islands) |  |  |  |
| (LIBOR USD 1-Month plus 1.10%) |  |  |  | (LIBOR USD 3-Month plus 0.90%) |  |  |  |
| 5.49% | 12/27/44 1,2 | $453,323 | $445,926 | 4.98% | 04/15/29 1,2,3 | $1,607,893 | $1,588,518 |

1/ December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Issues | Maturity Date | Principal Amount | Value | Issues | Maturity Date | Principal Amount | Value |
| --- | --- | --- | --- | --- | --- | --- | --- |
| ASSET-BACKED SECURITIES (continued) |  |  |  | ASSET-BACKED SECURITIES (continued) |  |  |  |
| (US$1.00) | 12/31/2021 |  |  | SLM 1.00 | 12/31/2021 | 263,344 | 253,785 |
| Seeds 1000-19A, Class 1000 | 12/31/2021 | 2,100,000 | 2,026,477 | SLM 1.00 | 12/31/2021 |  |  |
| Alleged (Gallup) |  |  |  | SLM 1.00 | 12/31/2021 |  |  |
| Seeds 1000-19A, Class 1000 | 12/31/2021 |  |  | SLM 1.00 | 12/31/2021 |  |  |
| (Cayman Islands) | 12/31/2021 |  |  | SLM 1.00 | 12/31/2021 |  |  |
|  | 10/20/2021 | $1,850,000 | $1,792,280 | SLM 1.00 | 12/31/2021 | $169,000 | $178,033 |
|  |  |  |  | SLM 1.00 | 12/31/2021 | 167,728 | 167,623 |

December 2022 / 2

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Series 1,000,000, Class A 07/17/22 | 1,950,000 | 1,607,623 | Series 1,000,000, Class A 07/17/22 |
| ASSET MANAGEMENT SECURITIES (continued) |  |  | ASSET MANAGEMENT SECURITIES (continued) |
| Series 1,000,000, Class A 07/15/36 | 2,000,000 | 1,948,466 | Series 1,000,000, Class A 07/15/36 |
| Series 1,000,000, Class A 07/15/36 | 1,958,614 | 1,829,038 | Series 1,000,000, Class A 07/15/36 |
| Series 1,000,000, Class A 07/15/36 | 209,267 | 209,131 | Series 1,000,000, Class A 07/15/36 |
| Series 1,000,000, Class A 07/15/36 | 1,150,000 | 948,894 | Series 1,000,000, Class A 07/15/36 |
| Series 1,000,000, Class A 07/15/36 |  |  | Series 1,000,000, Class A 07/15/36 |

Intermediate Bond Fund

3 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

|  | Maturity | Principal |  |  | Maturity | Principal |  |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Bank of Dorset | 1,000,000 |  |  | Bank of Dorset | 1,000,000 |  |  |
| Bank of Dorset | 1,000,000 |  |  | Bank of Dorset | 1,000,000 |  |  |
| Bank of Dorset | 1,000,000 | 865,773 | 800,153 | Bank of Dorset | 1,000,000 | 621,483 | 598,078 |
| Bank of Dorset | 1,000,000 | 1,875,000 | 1,819,777 | Bank of Dorset | 1,000,000 |  | 861,832 |
| Bank of Dorset | 1,000,000 |  |  | Bank of Dorset | 1,000,000 |  |  |
| Bank of Dorset | 1,000,000 |  |  | Bank of Dorset | 1,000,000 |  |  |
| Bank of Dorset | 1,000,000 | 169,042 | 166,225 | Bank of Dorset | 1,000,000 | 185,000 | 183,101 |
| Bank of Dorset | 1,000,000 | 2,000,000 | 2,000,000 | Bank of Dorset | 1,000,000 | 402,000 | 479,000 |
| (Cayman Islands) | 1,000,000 | $2,000,000 | $2,000,000 | Bank of Dorset | 1,000,000 | $2,000,000 | $2,000,000 |

Intermediate Bond Fund

December 2022 / 4

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| General Motors, Inc. (1,015,022) | 2,000,000 | 2,000,000 | General Motors, Inc. (1,015,022) |
| General Motors, Inc. (1,015,022) | 500,000 | 500,000 | General Motors, Inc. (1,015,022) |
| General Motors, Inc. (1,015,022) | 23,880 | 22,722 | General Motors, Inc. (1,015,022) |
| General Motors, Inc. (1,015,022) | 2,000,000 | 1,952,488 | General Motors, Inc. (1,015,022) |
| General Motors, Inc. (1,015,022) | $2,000 | $2,000 | General Motors, Inc. (1,015,022) |

Intermediate Bond Fund

![img-0.jpeg](img-0.jpeg)

5 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| 10/01/2022 | 2,560,528 | 1,250,371 | 1,895,009 |
| 10/01/2022 | 302,513 | 304,904 | 1,158,629 |
| 10/01/2022 | 97,985 | 87,819 |  |
| 10/01/2022 | 91,432 | 83,629 |  |
| 10/01/2022 | $3,425,000 | $2,731,293 | $2,512,000 |
| 10/01/2022 | 162,000 | 160,000 | 1,499,573 |

Intermediate Bond Fund

December 2022 / 6

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Cash and cash equivalents (in 2022) | 140,000 | 140,000 | 1,000,000 |
| Cash and cash equivalents (in 2021) | 1,710,000 | 1,432,000 | 300,000 |
| Cash and cash equivalents (in 2020) | 4,000,000 | 4,000,000 | 1,000,000 |
| Cash and cash equivalents (in 2019) | 160,231 | 146,945 | 1,000,000 |
| Cash and cash equivalents (in 2018) | 120,000 | 110,000 | 2,000,000 |
| Cash and cash equivalents (in 2017) | 2,480,000 | 2,280,000 | 200,000 |
| Cash and cash equivalents (in 2016) | 683,391 | 25,557 | 1,000,000 |

Intermediate Bond Fund

7 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| 01/24/23 | 1,100,000 | 1,100,000 | 1,100,000 |
| 01/24/24 | 2,450,000 | 2,450,000 | 2,450,000 |
| 01/24/25 | 1,500,000 | 1,500,000 | 1,500,000 |
| 01/24/26 | $1,500,000 | $1,500,000 | $1,500,000 |
| 01/24/27 | 500,000 | 500,000 | 500,000 |
| 01/24/28 | 1,000,000 | 1,000,000 | 1,000,000 |
| 01/24/29 | 1,000,000 | 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |
| 01/24/24 | 2,450,000 |
| 01/24/25 | 1,500,000 |
| 01/24/26 | 500,000 |
| 01/24/27 | 1,500,000 |
| 01/24/28 | 500,000 |
| 01/24/29 | 1,500,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |
| 01/24/24 | 2,450,000 |
| 01/24/25 | 1,500,000 |
| 01/24/26 | 500,000 |
| 01/24/27 | 1,500,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |
| 01/24/24 | 2,450,000 |
| 01/24/25 | 1,500,000 |
| 01/24/26 | 500,000 |
| 01/24/27 | 1,500,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |
| 01/24/24 | 2,450,000 |
| 01/24/25 | 1,500,000 |
| 01/24/26 | 500,000 |
| 01/24/27 | 1,500,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |
| 01/24/24 | 2,450,000 |
| 01/24/25 | 1,500,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |
| 01/24/24 | 2,450,000 |
| 01/24/25 | 1,500,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |
| 01/24/24 | 2,450,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |
| 01/24/24 | 2,450,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |
| 01/24/24 | 2,450,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |
| 01/24/24 | 2,450,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |
| 01/24/24 | 2,450,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |
| 01/24/24 | 2,450,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |
| 01/24/24 | 2,450,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |
| 01/24/24 | 2,450,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |
| 01/24/24 | 2,450,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |
| 01/24/24 | 2,450,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |
| 01/24/24 | 2,450,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |
| 01/24/24 | 2,450,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |
| 01/24/24 | 2,450,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |

| Industry | 1,100,000 |
| --- | --- |
| 01/24/24 | 2,450,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |
| 01/24/24 | 2,450,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |

| Industry | 1,100,000 |
| --- | --- |
| 01/24/24 | 2,450,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |

| Industry | 1,100,000 |
| --- | --- |
| 01/24/24 | 2,450,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |

| Industry | 1,100,000 |
| --- | --- |
| 01/24/24 | 2,450,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |

| Industry | 1,100,000 |
| --- | --- |
| 01/24/24 | 2,450,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |

| Industry | 1,100,000 |
| --- | --- |
| 01/24/24 | 2,450,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |

| Industry | 1,100,000 |
| --- | --- |
| 01/24/24 | 2,450,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |

| Industry | 1,100,000 |
| --- | --- |
| 01/24/24 | 2,450,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |

| Industry | 1,100,000 |
| --- | --- |
| 01/24/24 | 2,450,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |

| Industry | 1,100,000 |
| --- | --- |
| 01/24/24 | 2,450,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |

| Industry | 1,100,000 |
| --- | --- |
| 01/24/24 | 2,450,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |

| Industry | 1,100,000 |
| --- | --- |
| 01/24/24 | 2,450,000 |

| Industry | Principal |
| --- | --- |
| 01/24/23 | 1,100,000 |

| Industry | 1,100,000 |
| --- | --- |
| 01/24/24 | 2,450,000 |

Intermediate Bond Fund

December 2022 / 8

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Cash and cash equivalents 2022/2023 | 1,100,000 | 1,170,000 | Cash and cash equivalents 2022/2023 |
| Cash and cash equivalents 2022/2023 | 3,200,000 | 2,900,000 | Cash and cash equivalents 2022/2023 |
| Cash and cash equivalents 2022/2023 | 1,700,000 | 957,000 | Cash and cash equivalents 2022/2023 |
| Cash and cash equivalents 2022/2023 | 1,200,000 | 811,250 | Cash and cash equivalents 2022/2023 |
| Cash and cash equivalents 2022/2023 | 1,500,000 | 1,500,000 | Cash and cash equivalents 2022/2023 |
| Cash and cash equivalents 2022/2023 | 1,000,000 | 900,000 | Cash and cash equivalents 2022/2023 |
| Cash and cash equivalents 2022/2023 | 1,000,000 | 900,000 | Cash and cash equivalents 2022/2023 |

Intermediate Bond Fund

9 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Cashflow 01/2021 | 1,000,000 | Cashflow 01/2021 | 1,000,000 |
| Cashflow 02/2021 | 1,000,000 | Cashflow 02/2021 | 1,000,000 |
| Cashflow 03/2021 | 1,000,000 | Cashflow 03/2021 | 1,000,000 |
| Cashflow 04/2021 | 1,000,000 | Cashflow 04/2021 | 1,000,000 |
| Cashflow 05/2021 | 1,000,000 | Cashflow 05/2021 | 1,000,000 |
| Cashflow 06/2021 | 1,000,000 | Cashflow 06/2021 | 1,000,000 |
| Cashflow 07/2021 | 1,000,000 | Cashflow 07/2021 | 1,000,000 |
| Cashflow 08/2021 | 1,000,000 | Cashflow 08/2021 | 1,000,000 |

Intermediate Bond Fund

December 2022 / 10

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [26, 69, 707, 152], "label": "table", "caption": "

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 | 2,500,000 | General Foods, Inc. 01/15/23 |
| General Foods, Inc. 01/15/23 | 3,500,000 | 2,500,000 | General Foods, Inc. 01/15/23 |
| General Foods, Inc. 01/15/23 | 1,025,000 | 1,454,796 | General Foods, Inc. 01/15/23 |
| General Foods, Inc. 01/15/23 | 1,145,000 | 1,047,713 | General Foods, Inc. 01/15/23 |
| General Foods, Inc. 01/15/23 | 1,000,000 | 1,000,000 | General Foods, Inc. 01/15/23 |
| General Foods, Inc. 01/15/23 | 2,000,000 | 2,000,000 | General Foods, Inc. 01/15/23 |
| General Foods, Inc. 01/15/23 | 2,000,000 | 2,000,000 | General Foods, Inc. 01/15/23 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |
| General Foods, Inc. 01/15/23 | 2,500,000 |

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. 01/15/23</td><td>2,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. 01/15/23</td><td>2,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. 01/15/23</td><td>2,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. 01/15/23</td><td>2,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. 01/15/23</td><td>2,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. 01/15/23</td><td>2,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. 01/15/23</td><td>2,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. 01/15/23</td><td>2,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. 01/15/23</td><td>2,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. 01/15/23</td><td>2,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. 01/15/23</td><td>2,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. 01/15/23</td><td>2,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. 01/15/23</td><td>2,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. 01/15/23</td><td>2,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. 01/15/23</td><td>2,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. 01/15/23</td><td>2,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. 01/15/23</td><td>2,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. 01/15/23</td><td>2,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. 01/15/23</td><td>2,500,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Foods, Inc. 01/15/23</td><td>2,500,000</td></tr></table><table><thead><tr><th>Industry</

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Bank of India (Bank of India) (Cash and cash equivalents) | 1,450,000 | Bank of India (Bank of India) (Cash and cash equivalents) | 1,750,000 |
| Bank of India (Bank of India) (Cash and cash equivalents) | 880,000 | Bank of India (Bank of India) (Cash and cash equivalents) | 380,000 |
| Bank of India (Bank of India) (Cash and cash equivalents) | 3,400,000 | Bank of India (Bank of India) (Cash and cash equivalents) | 2,800,000 |
| Bank of India (Bank of India) (Cash and cash equivalents) | 1,800,000 | Bank of India (Bank of India) (Cash and cash equivalents) | 1,800,000 |
| Bank of India (Bank of India) (Cash and cash equivalents) | 1,500,000 | Bank of India (Bank of India) (Cash and cash equivalents) | 1,500,000 |
| Bank of India (Bank of India) (Cash and cash equivalents) | 300,000 | Bank of India (Bank of India) (Cash and cash equivalents) | 1,520,000 |
| Bank of India (Bank of India) (Cash and cash equivalents) | 1,800,000 | Bank of India (Bank of India) (Cash and cash equivalents) | 700,000 |
| Bank of India (Bank of India) (Cash and cash equivalents) | 1,800,000 | Bank of India (Bank of India) (Cash and cash equivalents) | 1,800,000 |

Intermediate Bond Fund

December 2022 / 12

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |
| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |
| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |

| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| --- | --- | --- | --- |
| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |
| Bank of India, India A$1,000,000 (add 02/25) | 2,400,000 | 1,400,000 | 2,400,000 |

Intermediate Bond Fund

13 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal |
| --- | --- |
| General Electric (GWh) 1,000,000 | 1,000,000 |
| General Electric (GWh) 1,000,000 (continued) | 1,000,000 |
| General Electric (GWh) 1,000,000 (continued) | 1,000,000 |
| General Electric (GWh) 1,000,000 (continued) | 1,000,000 |
| General Electric (GWh) 1,000,000 (continued) | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric (GWh) 1,000,000 | 1,000,000 |
| General Electric (GWh) 1,000,000 (continued) | 1,000,000 |
| General Electric (GWh) 1,000,000 (continued) | 1,000,000 |
| General Electric (GWh) 1,000,000 (continued) | 1,000,000 |

Intermediate Bond Fund

December 2022 / 14

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| General Motors, Inc. (New York, NY) (Montague, New York) | 1,000,000 | General Motors, Inc. (New York, NY) (Montague, New York) | 1,000,000 |
| General Motors, Inc. (New York, NY) (Montague, New York) | 1,000,000 | General Motors, Inc. (New York, NY) (Montague, New York) | 1,000,000 |
| General Motors, Inc. (New York, NY) (Montague, New York) | 15,302 | General Motors, Inc. (New York, NY) (Montague, New York) | 15,302 |
| General Motors, Inc. (New York, NY) (Montague, New York) | 1,248,498 | General Motors, Inc. (New York, NY) (Montague, New York) | 1,248,498 |
| General Motors, Inc. (New York, NY) (Montague, New York) | 2,000,000 | General Motors, Inc. (New York, NY) (Montague, New York) | 2,000,000 |
| General Motors, Inc. (New York, NY) (Montague, New York) | 2,000,000 | General Motors, Inc. (New York, NY) (Montague, New York) | 2,000,000 |
| General Motors, Inc. (New York, NY) (Montague, New York) | 1,405,000 | General Motors, Inc. (New York, NY) (Montague, New York) | 1,405,000 |
| General Motors, Inc. (New York, NY) (Montague, New York) | 320,959 | General Motors, Inc. (New York, NY) (Montague, New York) | 320,959 |
| General Motors, Inc. (New York, NY) (Montague, New York) | 196,226 | General Motors, Inc. (New York, NY) (Montague, New York) | 196,226 |

Intermediate Bond Fund

![img-0.jpeg](img-0.jpeg)

15 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [26, 69, 707, 154], "label": "table", "caption": "

| Industry | Principal | Industry | Principal |
| --- | --- | --- | --- |
| General Electric Power Corporation | 1,000,000 | 1,000,000 | 1,000,000 |
| General Electric Power Corporation | 1,000,000 | 1,000,000 | 1,000,000 |
| General Electric Power Corporation | 1,000,000 | 1,000,000 | 1,000,000 |
| General Electric Power Corporation | 1,000,000 | 1,000,000 | 1,000,000 |
| General Electric Power Corporation | 1,000,000 | 1,000,000 | 1,000,000 |
| General Electric Power Corporation | 1,000,000 | 1,000,000 | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |
| General Electric Power Corporation | 1,000,000 |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |
| General Electric Power Corporation | 1,000,000 |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |
| General Electric Power Corporation | 1,000,000 |

| Industry | Principal |
| --- | --- |

<tr><td>General Electric Power Corporation</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric Power Corporation</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric Power Corporation</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric Power Corporation</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric Power Corporation</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric Power Corporation</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric Power Corporation</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric Power Corporation</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric Power Corporation</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric Power Corporation</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric Power Corporation</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric Power Corporation</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric Power Corporation</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric Power Corporation</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric Power Corporation</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric Power Corporation</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric Power Corporation</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric Power Corporation</td><td>1,000,000</td></tr></table>

| Industry | Principal |
| --- | --- |

<tr><td>General Electric Power Corporation</td><td>1,000,000</td></tr></table><td><td><b>1,000,000</b></td><td><b>1,000,000</b></td></tr><tr><td>General Electric Power Corporation</td><td>1,000,000</td></tr></table><table><thead><

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| Quantity | Price/Unit |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 2,012,000 | 1,000,000 | 1,000,000 |
| 50% C-100,000 | 51,184 | 50,000 | 50,000 |
| 100% C-100,000 | 100,000 | 100,000 | 100,000 |
| 100% Fund | 100,000 | 100,000 | 100,000 |
| 2,000,000 | 2,000,000 | 2,000,000 | 2,000,000 |
| 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 |
| 4,000,000 | 4,000,000 | 4,000,000 | 4,000,000 |
| 25,000 | 25,000 | 25,000 | 25,000 |

Intermediate Bond Fund

17 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [26, 72, 711, 153], "label": "table", "caption": "

| Currency to | Currency to | Settlement | Unrealized Appreciation |
| --- | --- | --- | --- |
| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |

| Currency to | Currency to | Settlement | Unrealized Appreciation |
| --- | --- | --- | --- |
| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table></table>

| Fixed Assets | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- |

</table></table><tr><td>Fixed Assets</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></table></table></table><tr><td>Fixed Assets</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></table></table></table><tr><td>Fixed Assets</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></table></table></table><tr><td>Fixed Assets</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></table></table></table><tr><td>Fixed Assets</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></table></table></table><tr><td>Fixed Assets</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></table></table></table><tr><td>Fixed Assets</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></table></table></table><tr><td>Fixed Assets</td><td>1,000,000</td><td>1,000,000</td><td>1,000,000</td></tr></table></table></table><tr><td>Fixed Assets</td><td

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [26, 69, 719, 153], "label": "table", "caption": "

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2022-2023 (UNITS) | 2,000,000 | GBP 42,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2022-2023 (UNITS) | 2,000,000 | GBP 42,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2022-2023 (UNITS) | 2,000,000 | GBP 42,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| 2022-2023 (UNITS) | 2,000,000 | GBP 42,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |
| 2022-2023 (UNITS) | 2,000,000 | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |

| Financing Rate Paid by | Payment | Implied Credit Spread | Expiration | Nominal Amount | Premiums | Unrealized |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

| Financing Rate Paid by | 2022-2023 (UNITS) | EUR 385,000 | 2022-2023 | 1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- | --- | --- | --- | --- |

<table><thead><tr><th>Financing Rate Paid by</th><th>2022-2023 (UNITS)</

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)[{"box_2d": [26, 71, 716, 154], "label": "table", "caption": "

| NET AMORTIZATION | 3 Months | 1,212,834,308 | (Cost $332,039,208) | $31,374 | $330,464,356 |
| --- | --- | --- | --- | --- | --- |
| EBITDA | 5 Months | 1,212,834,308 | (Cost $332,039,208) | $31,374 | $330,464,356 |
| EBITDA | 5 Months | 1,212,834,308 | (Cost $332,039,208) | $31,374 | $330,464,356 |
| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| EBITDA | 5 Months | 1,212,834,308 |  |  |  |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |
| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| EBITDA | 5 Months | 1,212,834,308 |  |  |  |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |
| EBITDA | 5 Months | 1,212,834,308 |  |  |  |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |
| EBITDA | 5 Months | 1,212,834,308 |  |  |  |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |
| EBITDA | 5 Months |  |  |  |  |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |
| EBITDA | 5 Months | 1,212,834,308 |  |  |  |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |
| EBITDA | 5 Months |  |  |  |  |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |  |  |  |
| --- | --- | --- | --- | --- | --- |

| EBITDA | 5 Months | 1,212,834,308 |
| --- | --- | --- |

<table><tr><td>EBITDA</td><td>5 Months</td

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

| 1 | 1,000,000 | $821,724,188 | 1 | 1,000,000 | $821,724,188 |
| --- | --- | --- | --- | --- | --- |
| 2 | 1,000,000 | $821,724,188 | 2 | 1,000,000 | $821,724,188 |
| 3 | 1,000,000 | $821,724,188 | 3 | 1,000,000 | $821,724,188 |
| 4 | 1,000,000 | $821,724,188 | 4 | 1,000,000 | $821,724,188 |
| 5 | 1,000,000 | $821,724,188 | 5 | 1,000,000 | $821,724,188 |
| 6 | 1,000,000 | $821,724,188 | 6 | 1,000,000 | $821,724,188 |
| 7 | 1,000,000 | $821,724,188 | 7 | 1,000,000 | $821,724,188 |
| 8 | 1,000,000 | $821,724,188 | 8 | 1,000,000 | $821,724,188 |
| 9 | 1,000,000 | $821,724,188 | 9 | 1,000,000 | $821,724,188 |
| 10 | 1,000,000 | $821,724,188 | 10 | 1,000,000 | $821,724,188 |

Intermediate Bond Fund

21 / December 2022

# Schedule of Portfolio Investments
December 31, 2022 (Unaudited)

The following table shows the distribution of the total stock of the stock in the United States: (1) the total stock of the stock in the United States, (2) the total stock of the stock in the United States, and (3) the total stock of the stock in the United States. The values for the first three years are presented in Table 1. The values for the second and third years are presented in Table 2. The values for the third and fourth years are presented in Table 3. The values for the fourth and fifth years are presented in Table 4. The values for the fifth and sixth years are presented in Table 5. The values for the sixth and seventh years are presented in Table 6. The values for the seventh and eighth years are presented in Table 7. The values for the eighth and ninth years are presented in Table 8. The values for the ninth and tenth years are presented in Table 9. The values for the ninth and tenth years are presented in Table 10. The values for the ninth and tenth years are presented in Table 11. The values for the ninth and tenth years are presented in Table 12. The values for the ninth and tenth years are presented in Table 13. The values for the ninth and tenth years are presented in Table 14. The values for the ninth and tenth years are presented in Table 15. The values for the ninth and tenth years are presented in Table 16. The values for the ninth and tenth years are presented in Table 17. The values for the ninth and tenth years are presented in Table 18. The values for the ninth and tenth years are presented in Table 19. The values for the ninth and tenth years are presented in Table 20. The values for the ninth and tenth years are presented in Table 21. The values for the ninth and tenth years are presented in Table 22. The values for the ninth and tenth years are presented in Table 23. The values for the ninth and tenth years are presented in Table 24. The values for the ninth and tenth years are presented in Table 25. The values for the ninth and tenth years are presented in Table 26. The values for the ninth and tenth years are presented in Table 27. The values for the ninth and tenth years are presented in Table 28. The values for the ninth and tenth years are presented in Table 29. The values for the ninth and tenth years are presented in Table 30. The values for the ninth and tenth years are presented in Table 31. The values for the ninth and tenth years are presented in Table 32. The values for the ninth and tenth years are presented in Table 33. The values for the ninth and tenth years are presented in Table 34. The values for the ninth and tenth years are presented in Table 35. The values for the ninth and tenth years are presented in Table 36. The values for the ninth and tenth years are presented in Table 37. The values for the ninth and tenth years are presented in Table 38. The values for the ninth and tenth years are presented in Table 39. The values for the ninth and tenth years are presented in Table 40. The values for the ninth and tenth years are presented in Table 41. The values for the ninth and tenth years are presented in Table 42. The values for the ninth and tenth years are presented in Table 43. The values for the ninth and tenth years are presented in Table 44. The values for the ninth and tenth years are presented in Table 45. The values for the ninth and tenth years are presented in Table 46. The values for the ninth and tenth years are presented in Table 47. The values for the ninth and tenth years are presented in Table 48. The values for the ninth and tenth years are presented in Table 49. The values for the ninth and tenth years are presented in Table 50. The values for the ninth and tenth years are presented in Table 51. The values for the ninth and tenth years are presented in Table 52. The values for the ninth and tenth years are presented in Table 53. The values for the ninth and tenth years are presented in Table 54. The values for the ninth and tenth years are presented in Table 55. The values for the ninth and tenth years are presented in Table 56. The values for the ninth and tenth years are presented in Table 57. The values for the ninth and tenth years are presented in Table 58. The values for the ninth and tenth years are presented in Table 59. The values for the ninth and tenth years are presented in Table 60. The values for the ninth and tenth years are presented in Table 61. The values for the ninth and tenth years are presented in Table 62. The values for the ninth and tenth years are presented in Table 63. The values for the ninth and tenth years are presented in Table 64. The values for the ninth and tenth years are presented in Table 65. The values for the ninth and tenth years are presented in Table 66. The values for the ninth and tenth years are presented in Table 67. The values for the ninth and tenth years are presented in Table 68. The values for the ninth and tenth years are presented in Table 69. The values for the ninth and tenth years are presented in Table 70. The values for the ninth and tenth years are presented in Table 71. The values for the ninth and tenth years are presented in Table 72. The values for the ninth and tenth years are presented in Table 73. The values for the ninth and tenth years are presented in Table 74. The values for the ninth and tenth years are presented in Table 75. The values for the ninth and tenth years are presented in Table 76. The values for the ninth and tenth years are presented in Table 77. The values for the ninth and tenth years are presented in Table 78. The values for the ninth and tenth years are presented in Table 79. The values for the ninth and tenth years are presented in Table 80. The values for the ninth and tenth years are presented in Table 81. The values for the ninth and tenth years are presented in Table 82. The values for the ninth and tenth years are presented in Table 83. The values for the ninth and tenth years are presented in Table 84. The values for the ninth and tenth years are presented in Table 85. The values for the ninth and tenth years are presented in Table 86. The values for the ninth and tenth years are presented in Table 87. The values for the ninth and tenth years are presented in Table 88. The values for the ninth and tenth years are presented in Table 89. The values for the ninth and tenth years are presented in Table 90. The values for the ninth and tenth years are presented in Table 91. The values for the ninth and tenth years are presented in Table 92. The values for the ninth and tenth years are presented in Table 93. The values for the ninth and tenth years are presented in Table 94. The values for the ninth and tenth years are presented in Table 95. The values for the ninth and tenth years are presented in Table 96. The values for the ninth and tenth years are presented in Table 97. The values for the ninth and tenth years are presented in Table 98. The values for the ninth and tenth years are presented in Table 99. The values for the ninth and tenth years are presented in Table 100.

Intermediate Bond Fund

December 2022 / 22

maturity of July 31, 2028. The investment is accruing an unused commitment fee of 4.51% per annum.

Excluded from the investment total above is an unfunded delayed draw term loan commitment to an amount not to exceed $3,811, at an interest rate of 7.82% and a maturity of February 15, 2028. The investment is accruing an unused commitment fee of 8.00% per annum.

Excluded from the investment total above is an unfunded delayed draw term loan commitment to an amount not to exceed $10,286, at an interest rate of 8.80% and a maturity of June 22, 2029. The investment is not accruing an unused commitment fee.

Total Rights
(Cost $-)

| $ | 2,041,174 | $ | 457,470 | $ | 522,068 | $ | 98,067 |
| --- | --- | --- | --- | --- | --- | --- | --- |
|  | - |  | - |  | - |  | (51,894) |
|  | - |  | - |  | - |  | - |

| Non-income and non-depreciation (depreciation)* | $ | (112,995) | (88,444) | 89,818 | (5,775) |
| --- | --- | --- | --- | --- | --- |
| Security is currently available and subject to scheduled interest or principal payments | 95,631,206 | $ - | $ - | $ - | 95,631,206 |
| Zero coupon takeoff is the effective yield as of December 31, 2022. | 17,203,620 | (97,808) | - | - | 17,203,620 |
| Inflation pro rata is the current amount reflects original security face amount. |  |  |  |  |  |
| Represents the amount until end December 31, 2022. |  | - | - | - | - |
| Transfers out of Level 3** |  | 46,383,971 | - | 1,830,371 | 48,214,342 |
| Bank Loans |  | - | 10,384,912 | - | 10,384,912 |
| Balance as of |  |  |  |  |  |
| Principal bank | $ - | 1,830,371 | $369,026 | $369,026 | $369,026 |
| December 31, 2022 |  | - | 265,953,056 | 611,886 | 267,564,942 |
| Corporates |  |  |  |  |  |

| Maximum-Related Securities | - | 100,883,542 | - | 100,883,542 |
| --- | --- | --- | --- | --- |
| *The change in authorized depreciation (depreciation) on securities still held at December 31, 2022 was $117,000,000, is included in the related net realized gains (losses) and the change in authorized depreciation in the Statements of Operations. |  |  |  |  |
| Maximum-Related Securities | - | 7,537,894 | - | 7,537,894 |
| Rights | - | - | - | - |
| **There were no transfers between level 2 and 3 for the period ended December 31, 2022 |  |  |  |  |
| U.S. Treasury Securities | 329,403,950 | 1,050,400 | - | 330,454,350 |

Other Financial Instruments*

Assets:

| Credit contracts | - | 37,707 | 40,810 | 78,517 |
| --- | --- | --- | --- | --- |

| Foreign currency exchange contracts |  | - | 74,104 | - | - | 74,104 |
| --- | --- | --- | --- | --- | --- | --- |
| Interest rate contracts |  | 589,960 | - | - | - | 589,960 |
| Fair Value Measurements |  |  |  |  |  |  |
| Foreign currency exchange contracts |  | - | (990,514) | - | - | (990,514) |
| Asset-backed securities | $1,830,371 | Broker Quote (59,929) | Offered Quote - | $88.64 | - | $88.64 |
| Common Stock | $- | Broker Quote | Offered Quote | $- | $- | Increase |
| Common Stock | $369,026 | Third Party Value 2,958,807 | Vendor P 2,915,072 | $24.20 | 2,852,093 | $24.20 |

| Corporate Securities | $- | Broker Quote | Offered Quote | $- | $- | Increase |
| --- | --- | --- | --- | --- | --- | --- |
| Corporate Securities | $611,886 | Third-Party Vendor | Vendor Prices | $109.00 | $109.00 | Increase |
| Credit Default Swaps | $40,810 | Broker Quote | Offered Quote | $1.78 | $1.78 | Increase |
| Rights | $- | Broker Quote | Offered Quote | $- | $- | Increase |

## COMMITMENTS AND CONTINGENCIES

Al Aqua Merger Sub, Inc., Delayed Draw Term Loan B, 1st Lien

July 2020

$10,146 $

(123)

AthenaHealth Group, Inc., Delayed-Draw Term Loan B, 1st Lien
Element Materials Technology Group U.S. Holdings, Inc., Delayed-Draw
Term Loan B, 1st Lien
Total Unfunded Commitments

February 2029

3,811

(82)

June 2029

19,286

472

$33,243 $

267

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** METROPOLITAN WEST FUNDS

- **b. Investment Company Act file number:** 811-07989

- **c. CIK number of Registrant:** 0001028621

- **d. LEI of Registrant:** 549300KGDNJW6FXNDC82

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

  - **Street Address 1:** 865 South Figueroa Street

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90017

  - **Telephone number:** 800-241-4671

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

- **a. Name of Series:** Metropolitan West Intermediate Bond Fund

- **b. EDGAR series identifier (if any):** S000001150

- **c. LEI of Series:** 549300JTE3R17FNYHI96

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

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1031418470.61

**Total Liabilities:** $211090046.35

**Net Assets:** $820328424.26

**Stand-by Commitments:** $92106231.93

**Cash Not Reported:** $54957000.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 461.10202000 | **1-Year:** 23527.41978000 | **5-Year:** 147712.85257000 | **10-Year:** 57664.82617000 | **30-Year:** 877.65723000

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

- **3-Month:** 35.44798000 | **1-Year:** 5362.28037000 | **5-Year:** 12825.91946000 | **10-Year:** 1214.73636000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003071 | -0.68%               | 2.46%                | -0.22%               |
| Class ID C000003070 | -0.66%               | 2.37%                | -0.10%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-10607787.52            | $3527819.29                                |
| Month 2  | $-3058045.08             | $20823049.11                               |
| Month 3  | $4580513.13              | $-7801157.60                               |

**Designated Index Information**

- **Index Name:** Bloomberg Intermediate U.S. Government/Credit Index

- **Index Identifier:** LF97STAT

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CPT MORTGAGE TRUST                                                          | Century Plaza Towers 2019-CPT                                                   | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    715000 | PA      | $575222.65    | 0.07%             | 2039-11-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31385JET1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4 | PA      | $3.84         | 0.00%             | 2026-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                                       | Cellnex Finance Co SA                                                           | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $79305.13     | 0.01%             | 2032-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31375000 | PA      | $30211783.80  | 3.68%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $26287.50     | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31283HZH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36491 | PA      | $37695.29     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                              | Air Lease Corp                                                                  | CUSIP: 00914AAD4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999061.70    | 0.12%             | 2023-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FRESENIUS FIN IRELAND PL                                                    | Fresenius Finance Ireland PLC                                                   | CUSIP: 000000000<br>LEI: 549300GFSOR556BX2290 | Long             | DBT              | CORP              | IE        |    550000 | PA      | $407121.80    | 0.05%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.                                        | Scientific Games International Inc                                              | CUSIP: 000000000<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    317654 | PA      | $314137.59    | 0.04%             | 2029-04-13      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | Credit-Based Asset Servicing and Securitization LLC                             | CUSIP: 12498NAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    349361 | PA      | $267595.28    | 0.03%             | 2036-12-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                      | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $1984085.58   | 0.24%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                               | CDS W BCULC                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |         1 | NC      | $40809.73     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DC Office Trust                                                             | DC Office Trust 2019-MTC                                                        | CUSIP: 23312BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    765000 | PA      | $610412.09    | 0.07%             | 2045-09-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                         | Macquarie Group Ltd                                                             | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1660000 | PA      | $1448522.09   | 0.18%             | 2027-01-12      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                      | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1488005.28   | 0.18%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                   | Apple Inc                                                                       | CUSIP: 037833BY5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19236.97     | 0.00%             | 2026-02-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                         | COMM 2016-CR28 Mortgage Trust                                                   | CUSIP: 12593YBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1596979 | PA      | $1514509.57   | 0.18%             | 2049-02-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31402QYC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       640 | PA      | $660.03       | 0.00%             | 2034-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                       | Open Text Corp                                                                  | CUSIP: 000000000<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |     41268 | PA      | $40406.63     | 0.00%             | 2029-11-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                      | Extra Space Storage LP                                                          | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1483711.04   | 0.18%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                    | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3020000 | PA      | $2924722.50   | 0.36%             | 2025-07-09      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 31397W5J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    514412 | PA      | $40646.18     | 0.00%             | 2038-06-15      | Floating      | 1.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                          | CUSIP: 225401AC2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1715000 | PA      | $1433273.40   | 0.17%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9400000 | PA      | $8310511.05   | 1.01%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                         | Global Payments Inc                                                             | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1204789.85   | 0.15%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                    | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $354500.00    | 0.04%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                                               | United States Treasury Bill                                                     | CUSIP: 912796ZF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2455896.63   | 0.30%             | 2023-05-25      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Allegro CLO Ltd                                                             | Allegro CLO VI Ltd                                                              | CUSIP: 01749BAB5<br>LEI: 635400AREEXNEGDZE419 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1687623.00   | 0.21%             | 2031-01-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                                               | Corevest American Finance 2019-1 Trust                                          | CUSIP: 21872FAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    683391 | PA      | $25557.47     | 0.00%             | 2052-03-15      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                      | Mauser Packaging Solutions Holding Co                                           | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63336.47     | 0.01%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                            | Berry Global Inc                                                                | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81379.64     | 0.01%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                      | AthenaHealth Group Inc                                                          | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |      5613 | PA      | $5081.38      | 0.00%             | 2029-02-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    425000 | PA      | $385223.91    | 0.05%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                  | Humana Inc                                                                      | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    885000 | PA      | $849700.01    | 0.10%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31390TVV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1479 | PA      | $1569.20      | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                                   | Bausch + Lomb Corp                                                              | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     73207 | PA      | $69832.57     | 0.01%             | 2027-05-10      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                       | AAdvantage Loyalty IP Ltd                                                       | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     42088 | PA      | $41976.32     | 0.01%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                           | NatWest Group PLC                                                               | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    385000 | PA      | $376257.53    | 0.05%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140HXWW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1160000 | PA      | $838436.91    | 0.10%             | 2040-04-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DGV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    428150 | PA      | $375625.67    | 0.05%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                    | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    853000 | PA      | $745869.35    | 0.09%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31385QV90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1215 | PA      | $1246.74      | 0.00%             | 2027-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                  | Humana Inc                                                                      | CUSIP: 444859BD3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    860000 | PA      | $843259.12    | 0.10%             | 2024-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                        | GCAT 2021-NQM5 Trust                                                            | CUSIP: 36168KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4330129 | PA      | $3424205.11   | 0.42%             | 2066-07-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                    | Aon Corp                                                                        | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1191668.30   | 0.15%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                              | HarborView Mortgage Loan Trust 2007-7                                           | CUSIP: 411640AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1539213 | PA      | $1384047.07   | 0.17%             | 2037-10-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                | ING Groep NV                                                                    | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1795000 | PA      | $1677384.94   | 0.20%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31404R3R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64316 | PA      | $65741.61     | 0.01%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    340000 | PA      | $256099.59    | 0.03%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    312324 | PA      | $300198.88    | 0.04%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                              | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB                 | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740000 | PA      | $644777.17    | 0.08%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Higher Education Funding                                                    | Higher Education Funding I                                                      | CUSIP: 429827AY4<br>LEI: 635400EWI7RHQRLFJW85 | Long             | ABS-MBS          | CORP              | US        |    167728 | PA      | $167622.86    | 0.02%             | 2034-05-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE                                               | Metropolitan Transportation Authority                                           | CUSIP: 59259YCA5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     25000 | PA      | $25452.58     | 0.00%             | 2031-11-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                    | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    900000 | PA      | $733905.00    | 0.09%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                         | LCM XVIII LP                                                                    | CUSIP: 50188QAJ0<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |     10780 | PA      | $10738.25     | 0.00%             | 2027-07-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                                                    | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AJ6<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   1212000 | PA      | $1209151.90   | 0.15%             | 2024-12-15      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $609769.85    | 0.07%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ANNINGTON FUNDING PLC                                                       | Annington Funding PLC                                                           | CUSIP: 000000000<br>LEI: 549300KK63W8VZIONZ83 | Long             | DBT              | CORP              | GB        |    560000 | PA      | $486045.34    | 0.06%             | 2032-10-06      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                             | Trans Union LLC                                                                 | CUSIP: 89334GAX2<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    142536 | PA      | $140767.07    | 0.02%             | 2026-11-16      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra                                              | VOLT XCIX LLC                                                                   | CUSIP: 92872VAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1326414 | PA      | $1179117.65   | 0.14%             | 2051-04-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Azz Inc                                                                     | AZZ Inc                                                                         | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |     20102 | PA      | $20123.54     | 0.00%             | 2029-05-11      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                                              | Residential Asset Securitization Trust 2004-IP2                                 | CUSIP: 45660LAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11587 | PA      | $9760.43      | 0.00%             | 2034-12-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    681442 | PA      | $574750.98    | 0.07%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                                                       | Intelsat Jackson Holdings SA                                                    | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   2108000 | PA      | $1894406.77   | 0.23%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                   | Gainwell Acquisition Corp                                                       | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198481 | PA      | $186820.25    | 0.02%             | 2027-10-01      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 2011-1A PTT                                                      | US Airways 2011-1 Class A Pass Through Trust                                    | CUSIP: 903436AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    349449 | PA      | $351906.33    | 0.04%             | 2023-10-22      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2284427.14   | 0.28%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC                                               | Caesars Resort Collection LLC                                                   | CUSIP: 12769LAD1<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |    247330 | PA      | $247034.57    | 0.03%             | 2025-07-21      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                                                           | SELP Finance Sarl                                                               | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              | CORP              | LU        |    555000 | PA      | $445938.08    | 0.05%             | 2029-05-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                            | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    830000 | PA      | $648032.56    | 0.08%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $44643.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                                              | Avolon TLB Borrower 1 US LLC                                                    | CUSIP: 05400KAE0<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |     52744 | PA      | $52655.85     | 0.01%             | 2025-01-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31297NTT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24970 | PA      | $25801.24     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERSO                                              | New York State Dormitory Authority                                              | CUSIP: 64990FQZ0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1245000 | PA      | $1014560.83   | 0.12%             | 2033-02-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                              | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-24664.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    985000 | PA      | $906812.12    | 0.11%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                     | Nationwide Building Society                                                     | CUSIP: 63861VAA5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1265000 | PA      | $1258155.88   | 0.15%             | 2024-03-08      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36225DCE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10068 | PA      | $9846.87      | 0.00%             | 2034-07-20      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| DirectV Financing LLC                                                       | Directv Financing LLC                                                           | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    363875 | PA      | $355043.75    | 0.04%             | 2027-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                  | VMware Inc                                                                      | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    815000 | PA      | $758446.19    | 0.09%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                        | Michaels Cos Inc/The                                                            | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    405000 | PA      | $326322.95    | 0.04%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3285000 | PA      | $2555828.88   | 0.31%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                           | Brown & Brown Inc                                                               | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1154633.94   | 0.14%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                                                                   | GPMT 2021-FL4 Ltd                                                               | CUSIP: 36262TAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2380000 | PA      | $2249297.78   | 0.27%             | 2036-12-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                                     | Jazz Financing Lux Sarl                                                         | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    367575 | PA      | $364904.22    | 0.04%             | 2028-05-05      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| HOMER CITY HOLDINGS LLC (PLACEHOLDER)                                       | HOMER CITY HOLDINGS LLC (PLACEHOLDER)                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8014 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $336569.82    | 0.04%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Brazos Higher Education Author                                              | Brazos Higher Education Authority Inc                                           | CUSIP: 10620NCE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580230 | PA      | $576979.77    | 0.07%             | 2035-02-25      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Pro                                              | RAMP Series 2004-SL1 Trust                                                      | CUSIP: 760985W80<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6351 | PA      | $5446.47      | 0.00%             | 2031-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Safe Fleet Holdings LLC                                                     | Safe Fleet Holdings LLC                                                         | CUSIP: 000000000<br>LEI: 549300ZCMGQ2DH2RZB13 | Long             | LON              | CORP              | US        |     27593 | PA      | $26747.64     | 0.00%             | 2029-02-23      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                    | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    825000 | PA      | $723316.73    | 0.09%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $373973.18    | 0.05%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                    | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $81284.40     | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                    | USA Compression Partners LP / USA Compression Finance Corp                      | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $57653.70     | 0.01%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 108655000 | PA      | $108035631.73 | 13.17%            | 2027-12-31      | Fixed         | 3.88%                 | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $721409.07    | 0.09%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1425307.19   | 0.17%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                           | Clarios Global LP                                                               | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |    169042 | PA      | $166224.50    | 0.02%             | 2026-04-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                   | Aetna Inc                                                                       | CUSIP: 00817YAV0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49502.88     | 0.01%             | 2023-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BXSC Commercial Mortgage Trust                                              | BXSC Commercial Mortgage Trust 2022-WSS                                         | CUSIP: 05610BAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550000 | PA      | $1478613.17   | 0.18%             | 2035-03-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER                                                     | ModivCare Escrow Issuer Inc                                                     | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $590323.27    | 0.07%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                                    | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660938 | PA      | $653460.28    | 0.08%             | 2025-03-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                          | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $309084.77    | 0.04%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                         | Petroleos Mexicanos                                                             | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    125000 | PA      | $76907.32     | 0.01%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                                          | Alcon Finance Corp                                                              | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2108221.17   | 0.26%             | 2026-09-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                          | CUSIP: 225401AF5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    145000 | PA      | $116189.60    | 0.01%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| SES GLOBAL AMERICAS HLDG                                                    | SES GLOBAL Americas Holdings Inc                                                | CUSIP: 78413KAB8<br>LEI: 5299000YGN3VJ3R60481 | Long             | DBT              | CORP              | US        |    750000 | PA      | $577072.27    | 0.07%             | 2044-03-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                     | Dryden XXVI Senior Loan Fund                                                    | CUSIP: 26250UAQ8<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |   1607893 | PA      | $1588517.95   | 0.19%             | 2029-04-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138EGGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197951 | PA      | $196218.27    | 0.02%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                        | Appalachian Power Co                                                            | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    410000 | PA      | $384455.86    | 0.05%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                            | Berry Global Inc                                                                | CUSIP: 000000000<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    690000 | PA      | $658788.82    | 0.08%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                    | Tucson Electric Power Co                                                        | CUSIP: 898813AL4<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    595000 | PA      | $593082.42    | 0.07%             | 2023-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                 | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1623195.15   | 0.20%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $174124.70    | 0.02%             | 2026-02-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                     | Nationwide Building Society                                                     | CUSIP: 63861VAC1<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1085000 | PA      | $1071057.01   | 0.13%             | 2024-08-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                                        | Fannie Mae Trust 2003-W6                                                        | CUSIP: 31393BW43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6439722 | PA      | $102412.84    | 0.01%             | 2042-09-25      | Floating      | 0.55%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                                    | NCR Corp                                                                        | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251231.63    | 0.03%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                    | New York Life Global Funding                                                    | CUSIP: 64952WCX9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46072.11     | 0.01%             | 2028-01-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                     | Zayo Group Holdings Inc                                                         | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     63473 | PA      | $52980.09     | 0.01%             | 2027-03-09      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 313921MN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77576 | PA      | $79840.28     | 0.01%             | 2031-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                             | Weyerhaeuser Co                                                                 | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    810000 | PA      | $679287.57    | 0.08%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XH5G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3518090 | PA      | $3094061.74   | 0.38%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                              | Option One Mortgage Loan Trust 2005-2                                           | CUSIP: 68389FHB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21645 | PA      | $21441.28     | 0.00%             | 2035-05-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Inc                                                    | Elanco Animal Health Inc                                                        | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |    621483 | PA      | $598077.49    | 0.07%             | 2027-08-01      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    285000 | PA      | $222836.78    | 0.03%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Mitnick Corporate Purchaser, Inc.                                           | Mitnick Corporate Purchaser Inc                                                 | CUSIP: 60672HAC7<br>LEI: 2549002PYWOTVEDJKW54 | Long             | LON              | CORP              | US        |     41396 | PA      | $38886.81     | 0.00%             | 2029-05-02      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                        | Appalachian Power Co                                                            | CUSIP: 037735BZ9<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355796.13    | 0.04%             | 2033-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                      | CHL Mortgage Pass-Through Trust 2004-14                                         | CUSIP: 12669FT52<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52948 | PA      | $47133.83     | 0.01%             | 2034-08-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    910000 | PA      | $858691.74    | 0.10%             | 2025-02-16      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                     | Metropolitan Life Global Funding I                                              | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1458881.99   | 0.18%             | 2029-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                            | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $434670.00    | 0.05%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE                                              | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333P3T3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $256378.95    | 0.03%             | 2031-10-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                                                                 | City of New York NY                                                             | CUSIP: 64966QJK7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    250000 | PA      | $206348.42    | 0.03%             | 2029-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128ME6W6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1163601 | PA      | $1090502.45   | 0.13%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                      | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $558519.07    | 0.07%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US 5 YEAR TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        79 | NC      | $-5626.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2146781.55   | 0.26%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                                                  | MSILF Government Portfolio                                                      | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  38548000 | NS      | $38548000.00  | 4.70%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                          | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   3425000 | PA      | $2731292.76   | 0.33%             | 2027-02-02      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PHYSICIANS REALTY LP                                                        | Physicians Realty LP                                                            | CUSIP: 71951QAB8<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1098434.18   | 0.13%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2011-2                                                   | CUSIP: 78446JAB2<br>LEI: 549300GQO6PBOYVGSS10 | Long             | ABS-O            | CORP              | US        |    363366 | PA      | $361524.34    | 0.04%             | 2034-10-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                            | Duke Energy Corp                                                                | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27748.02     | 0.00%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                         | Medline Borrower LP                                                             | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     99250 | PA      | $94496.42     | 0.01%             | 2028-10-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                     | Nationwide Building Society                                                     | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $617215.30    | 0.08%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                    | Constellation Brands Inc                                                        | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92639.62     | 0.01%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | C-BASS 2007-CB5 Trust                                                           | CUSIP: 12464YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99601 | PA      | $68602.81     | 0.01%             | 2037-04-25      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                           | General Motors Co                                                               | CUSIP: 37045VAE0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    845000 | PA      | $842625.53    | 0.10%             | 2023-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RBSCF Trust                                                                 | RBS Commercial Funding Inc 2013-GSP Trust                                       | CUSIP: 74932QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $539478.26    | 0.07%             | 2032-01-15      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro F                                              | Last Mile Logistics Pan Euro Finance DAC                                        | CUSIP: 000000000<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-MBS          | CORP              | IE        |   2371364 | PA      | $2404053.18   | 0.29%             | 2033-08-17      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 86765BAL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104936.80    | 0.01%             | 2023-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust 2019-101C                                               | CALI Mortgage Trust 2019-101C                                                   | CUSIP: 129890AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    805000 | PA      | $698700.84    | 0.09%             | 2039-03-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                         | General Electric Co                                                             | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $998613.14    | 0.12%             | 2026-05-05      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Intelsat SA/Luxembourg                                                      | Intelsat SA/Luxembourg                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15249 | NS      | $369025.80    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TC29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    661022 | PA      | $671017.09    | 0.08%             | 2047-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | CSMC 2022-RPL3 Trust                                                            | CUSIP: 12659QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3624213 | PA      | $3587870.82   | 0.44%             | 2061-03-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                            | Paramount Global                                                                | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $409574.23    | 0.05%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2323000 | PA      | $2282805.39   | 0.28%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIG CLO Ltd                                                                 | AIG CLO 2019-2 Ltd                                                              | CUSIP: 00142MAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2100000 | PA      | $2026476.90   | 0.25%             | 2033-10-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                  | Fertitta Entertainment LLC/NV                                                   | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |     60108 | PA      | $57268.61     | 0.01%             | 2029-01-26      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                                              | PRPM 2021-6 LLC                                                                 | CUSIP: 69360FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1982538 | PA      | $1799724.06   | 0.22%             | 2026-07-25      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31413ADY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19880 | PA      | $19513.92     | 0.00%             | 2037-05-01      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418AYE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    645398 | PA      | $618568.95    | 0.08%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                    | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $369419.21    | 0.05%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                    | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $913490.67    | 0.11%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2007-A3                                                | CUSIP: 46630UAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103097 | PA      | $87968.92     | 0.01%             | 2037-05-25      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31404CF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6639 | PA      | $6476.94      | 0.00%             | 2034-03-01      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage                                              | MASTR Adjustable Rate Mortgages Trust 2007-HF2                                  | CUSIP: 57645TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700156 | PA      | $672128.90    | 0.08%             | 2037-09-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1423394.06   | 0.17%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5975000 | PA      | $5055878.12   | 0.62%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31371KCK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       698 | PA      | $712.48       | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418AVV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13353 | PA      | $12534.12     | 0.00%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                               | Valvoline Inc                                                                   | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $410915.00    | 0.05%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Regatta XII Funding Ltd.                                                    | Regatta XII Funding Ltd                                                         | CUSIP: 75888HAN1<br>LEI: 2549001ZYXDVCT6R4I31 | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2016000.00   | 0.25%             | 2032-10-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| RBSSP Resecuritization Trust                                                | RBSSP Resecuritization Trust 2009-12                                            | CUSIP: 74928UBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1123118 | PA      | $1062745.61   | 0.13%             | 2035-10-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                            | CSC Holdings LLC                                                                | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    275000 | PA      | $222153.25    | 0.03%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RENT-A-CENTER INC                                                           | Rent-A-Center Inc/TX                                                            | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81629.35     | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                                             | Mid-State Capital Corp 2005-1 Trust                                             | CUSIP: 595481AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    223589 | PA      | $222437.91    | 0.03%             | 2040-01-15      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                            | Berry Global Inc                                                                | CUSIP: 08579JBG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | LON              | CORP              | US        |    896675 | PA      | $891173.76    | 0.11%             | 2026-07-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                                              | Velocity Commercial Capital Loan Trust 2019-1                                   | CUSIP: 92257CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1958614 | PA      | $1829016.17   | 0.22%             | 2049-03-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $791681.65    | 0.10%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                        | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    245000 | PA      | $222715.13    | 0.03%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418CYZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6583 | PA      | $6469.44      | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179UEB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3714 | PA      | $3734.93      | 0.00%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                      | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $504705.60    | 0.06%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                              | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust                  | CUSIP: 92922F4P0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    399402 | PA      | $376537.58    | 0.05%             | 2045-10-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| MASTR Seasoned Securitization                                               | MASTR Seasoned Securitization Trust 2004-1                                      | CUSIP: 55265WBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4463 | PA      | $4277.97      | 0.00%             | 2032-10-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4790000 | PA      | $4414197.39   | 0.54%             | 2025-10-21      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                        | Tencent Holdings Ltd                                                            | CUSIP: 88032WBA3<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   1210000 | PA      | $1008848.01   | 0.12%             | 2031-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                  | AbbVie Inc                                                                      | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1152000 | PA      | $1117496.72   | 0.14%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                | DNB Bank ASA                                                                    | CUSIP: 25601B2A2<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   2485000 | PA      | $2285067.21   | 0.28%             | 2025-09-30      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-3                                                   | CUSIP: 78444GAD6<br>LEI: 549300OORAXMFXOHG132 | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $170531.87    | 0.02%             | 2083-04-26      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                      | GSAA Home Equity Trust 2005-9                                                   | CUSIP: 362341GN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2158000 | PA      | $2073629.32   | 0.25%             | 2035-08-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                       | Level 3 Financing Inc                                                           | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    910000 | PA      | $719751.20    | 0.09%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE LP                                                             | Life Storage LP                                                                 | CUSIP: 53227JAC8<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $779358.19    | 0.10%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2177262 | PA      | $1849642.11   | 0.23%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY TRANSITIONAL                                               | New York City Transitional Finance Authority Future Tax Secured Revenue         | CUSIP: 64971MT44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1465000 | PA      | $1479133.29   | 0.18%             | 2027-05-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                     | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $959352.25    | 0.12%             | 2024-07-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                 | Asurion LLC                                                                     | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     60660 | PA      | $54228.03     | 0.01%             | 2026-12-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1110523.35   | 0.14%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZE7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2018097.10   | 0.25%             | 2023-12-06      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                               | JGWPT XXXII LLC                                                                 | CUSIP: 46618AAA2<br>LEI: 549300LO0ZO1XMWP1R84 | Long             | ABS-O            | CORP              | US        |    647566 | PA      | $561448.83    | 0.07%             | 2073-01-17      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                                         | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1281848.09   | 0.16%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                                                     | Park Aerospace Holdings Ltd                                                     | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |     40000 | PA      | $39496.25     | 0.00%             | 2024-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        86 | NC      | $-44647.38    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47718.88     | 0.01%             | 2027-01-29      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                    | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1558000 | PA      | $1247596.90   | 0.15%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                       | Athene Global Funding                                                           | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2068995.13   | 0.25%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                                        | ACE Securities Corp Home Equity Loan Trust Series 2005-HE2                      | CUSIP: 004421MG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2437321 | PA      | $2338697.54   | 0.29%             | 2035-04-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp H                                              | Asset Backed Securities Corp Home Equity Loan Trust Series 2004-HE9             | CUSIP: 04541GNA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    332064 | PA      | $302240.16    | 0.04%             | 2034-12-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                           | Eversource Energy                                                               | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1279245.64   | 0.16%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3133TLMU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13361 | PA      | $13503.90     | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    252330 | PA      | $242533.73    | 0.03%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126833.28    | 0.02%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19274.89     | 0.00%             | 2026-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6575000 | PA      | $5767623.40   | 0.70%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                                       | Prologis Euro Finance LLC                                                       | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |    625000 | PA      | $475528.29    | 0.06%             | 2032-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                         | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $228120.00    | 0.03%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                      | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2130960.53   | 0.26%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    860000 | PA      | $808662.49    | 0.10%             | 2026-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PetVet Care Centers LLC                                                     | PetVet Care Centers LLC                                                         | CUSIP: 70476XAK1<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |     35227 | PA      | $33215.45     | 0.00%             | 2025-02-14      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                            | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    740000 | PA      | $606314.50    | 0.07%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                                                       | Intelsat Jackson Holdings SA                                                    | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |    585000 | PA      | $0.00         | 0.00%             | 2025-07-15      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                          | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   4010000 | PA      | $4130558.24   | 0.50%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    305000 | PA      | $306763.28    | 0.04%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  1 | On Loan: No      |
| MASTR Adjustable Rate Mortgage                                              | MASTR Adjustable Rate Mortgages Trust 2003-6                                    | CUSIP: 576433GH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23209 | PA      | $22148.77     | 0.00%             | 2034-01-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12825.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                             | Rolls-Royce PLC                                                                 | CUSIP: 000000000<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $195407.67    | 0.02%             | 2028-05-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    313250 | PA      | $307590.36    | 0.04%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                              | Wells Fargo Commercial Mortgage Trust 2015-C26                                  | CUSIP: 94989CBA8<br>LEI: 549300DT2BKPLXAJ4C66 | Long             | ABS-MBS          | CORP              | US        |  31904717 | PA      | $627417.42    | 0.08%             | 2048-02-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                                  | Morgan Stanley ABS Capital I Inc Trust 2005-HE3                                 | CUSIP: 61744CSK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3673583 | PA      | $3570365.22   | 0.44%             | 2035-07-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ASCENDAS REIT                                                               | CapitaLand Ascendas REIT                                                        | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | DBT              | CORP              | SG        |    375000 | PA      | $314149.70    | 0.04%             | 2028-06-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                     | Jersey Central Power & Light Co                                                 | CUSIP: 476556DB8<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    995000 | PA      | $981554.64    | 0.12%             | 2024-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                       | Reynolds American Inc                                                           | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    940000 | PA      | $850905.81    | 0.10%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                            | Duke Energy Corp                                                                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1066306.91   | 0.13%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2006-8                                                   | CUSIP: 78443HAF0<br>LEI: 5493008U32QWNGB0TW72 | Long             | ABS-O            | CORP              | US        |    846978 | PA      | $794767.50    | 0.10%             | 2041-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                           | Cedar Funding XII CLO Ltd                                                       | CUSIP: 15033TAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1940000.00   | 0.24%             | 2034-10-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                     | New York Mortgage Trust 2005-3                                                  | CUSIP: 649603AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    341282 | PA      | $332846.71    | 0.04%             | 2036-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                                              | Banc of America Funding 2014-R6 Trust                                           | CUSIP: 05969KAZ6<br>LEI: 549300R28UJ0IF8WGK39 | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1416422.66   | 0.17%             | 2036-07-26      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Sunshine Luxembourg VII SARL                                                | Sunshine Luxembourg VII Sarl                                                    | CUSIP: 000000000<br>LEI: 254900CHQOBZNYV4DY60 | Long             | LON              | CORP              | LU        |     84714 | PA      | $81336.82     | 0.01%             | 2026-10-01      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    755000 | PA      | $704519.67    | 0.09%             | 2025-06-23      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                        | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63813.21     | 0.01%             | 2027-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136B3SX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148650 | PA      | $144546.31    | 0.02%             | 2047-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                                                     | Park Aerospace Holdings Ltd                                                     | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |    860000 | PA      | $857941.42    | 0.10%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31389NRU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2110 | PA      | $2157.09      | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                                                | Intelsat Jackson Holdings SA                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1596 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LCM Ltd Partnership                                                         | LCM XX LP                                                                       | CUSIP: 50188WAE8<br>LEI: 549300VQTTD2PAP2Y421 | Long             | ABS-CBDO         | CORP              | KY        |    482606 | PA      | $479330.47    | 0.06%             | 2027-10-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2112174.22   | 0.26%             | 2025-12-10      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                    | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $911868.67    | 0.11%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DURRAH MSN 35603                                                            | Durrah MSN 35603                                                                | CUSIP: 266893AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1293217 | PA      | $1249961.15   | 0.15%             | 2025-01-22      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31359ADZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        50 | PA      | $49.93        | 0.00%             | 2023-05-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                           | L3Harris Technologies Inc                                                       | CUSIP: 502431AJ8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    410000 | PA      | $407281.11    | 0.05%             | 2023-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    445000 | PA      | $418330.35    | 0.05%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-9                                                   | CUSIP: 78445JAB3<br>LEI: 549300MTK92VF84VT259 | Long             | ABS-O            | CORP              | US        |   1885000 | PA      | $1885704.84   | 0.23%             | 2083-10-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIGAN MI                                                         | University of Michigan                                                          | CUSIP: 914455VG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $669776.18    | 0.08%             | 2033-04-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securities C                                              | RASC Series 2005-AHL3 Trust                                                     | CUSIP: 76110W6M3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       608 | PA      | $607.10       | 0.00%             | 2035-11-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                               | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1730000 | PA      | $1493624.69   | 0.18%             | 2027-05-24      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1057783.27   | 0.13%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    405000 | PA      | $365862.46    | 0.04%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                                              | JP Morgan Mortgage Acquisition Trust 2006-CH1                                   | CUSIP: 46629TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    902903 | PA      | $897942.47    | 0.11%             | 2036-07-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                         | Comm 2014-UBS2 Mortgage Trust                                                   | CUSIP: 12591UAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17944547 | PA      | $137719.02    | 0.02%             | 2047-03-10      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    605000 | PA      | $578627.25    | 0.07%             | 2026-01-23      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                             | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1146643 | PA      | $1050399.53   | 0.13%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                                              | PRPM 2022-3 LLC                                                                 | CUSIP: 693589AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2219231 | PA      | $2143497.33   | 0.26%             | 2027-06-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc                                                             | Spin Holdco Inc                                                                 | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    228817 | PA      | $194151.49    | 0.02%             | 2028-03-04      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                             | Naked Juice LLC                                                                 | CUSIP: 62984CAD5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     88915 | PA      | $79961.97     | 0.01%             | 2029-01-24      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SPL OBLG REVE                                              | Commonwealth of Massachusetts                                                   | CUSIP: 576004HG3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1913830.90   | 0.23%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc                                                              | Proofpoint Inc                                                                  | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     22412 | PA      | $21606.17     | 0.00%             | 2028-08-31      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                            | BAT Capital Corp                                                                | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1352734.89   | 0.16%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                                              | PRPM 2020-4 LLC                                                                 | CUSIP: 69359XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2330088 | PA      | $2255472.90   | 0.27%             | 2025-10-25      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                                | Peraton Corp                                                                    | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     62299 | PA      | $60949.49     | 0.01%             | 2028-02-01      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                            | Kilroy Realty LP                                                                | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    721000 | PA      | $633856.39    | 0.08%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    780000 | PA      | $617642.06    | 0.08%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                    | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1245000 | PA      | $1065882.87   | 0.13%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                                              | CWABS Asset-Backed Certificates Trust 2005-7                                    | CUSIP: 1266732L5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4220000 | PA      | $4063616.08   | 0.50%             | 2035-11-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                  | Humana Inc                                                                      | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    550000 | PA      | $570289.90    | 0.07%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TIAA FSB HOLDINGS INC                                                       | TIAA FSB Holdings Inc                                                           | CUSIP: 29977GAA0<br>LEI: 549300ZSQX8IP0RAE826 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1130110.51   | 0.14%             | 2025-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SLC Student Loan Trust                                                      | SLC Student Loan Trust 2004-1                                                   | CUSIP: 784423AH8<br>LEI: 25490083RPF52FIUZ551 | Long             | ABS-O            | CORP              | US        |     91432 | PA      | $83629.37     | 0.01%             | 2031-08-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                            | Berry Global Inc                                                                | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1018128.43   | 0.12%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $911755.09    | 0.11%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                                              | Structured Asset Mortgage Investments II Trust 2005-AR1                         | CUSIP: 86359LGS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339203 | PA      | $306529.91    | 0.04%             | 2035-04-19      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                                       | Prologis Euro Finance LLC                                                       | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |    380000 | PA      | $336060.92    | 0.04%             | 2029-02-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                            | CSC Holdings LLC                                                                | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $349189.61    | 0.04%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 2012-1A PTT                                                      | US Airways 2012-1 Class A Pass Through Trust                                    | CUSIP: 90345WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247453 | PA      | $238570.57    | 0.03%             | 2024-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                                                       | WASH Multifamily Acquisition Inc                                                | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94370.30     | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                        | Bayer US Finance LLC                                                            | CUSIP: 07274EAG8<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $987206.10    | 0.12%             | 2024-10-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CDK Global Inc                                                              | Central Parent Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    227633 | PA      | $225964.25    | 0.03%             | 2029-07-06      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                 | Exelon Corp                                                                     | CUSIP: 30161NAZ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1218360.53   | 0.15%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                                              | Ammc Clo 19 Ltd                                                                 | CUSIP: 00176PAJ1<br>LEI: 549300MYS7FLQJZMYD18 | Long             | ABS-CBDO         | CORP              | KY        |    209267 | PA      | $209130.72    | 0.03%             | 2028-10-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS HOLDINGS INC                                                    | BAE Systems Holdings Inc                                                        | CUSIP: 05523UAK6<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |    630000 | PA      | $614973.56    | 0.07%             | 2024-10-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                                  | Sprint LLC                                                                      | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66052.09     | 0.01%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corpo                                              | HSI Asset Securitization Corp Trust 2005-OPT1                                   | CUSIP: 40430HCA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138418 | PA      | $134838.08    | 0.02%             | 2035-11-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae                                                                      | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3900000 | PA      | $3378957.86   | 0.41%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1185000 | PA      | $915503.15    | 0.11%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                   | ORIX Corp                                                                       | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |   3040000 | PA      | $3037883.25   | 0.37%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1486812.95   | 0.18%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| II-VI Incorporated                                                          | Coherent Corp                                                                   | CUSIP: 45173JAQ7<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |     34946 | PA      | $34666.35     | 0.00%             | 2029-07-02      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                     | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-68929.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra                                              | VOLT XCVI LLC                                                                   | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750319 | PA      | $683888.19    | 0.08%             | 2051-03-27      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERSO                                              | New York State Dormitory Authority                                              | CUSIP: 64990FD84<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    590000 | PA      | $482475.34    | 0.06%             | 2029-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Octagon Credit Partners 46, LT                                              | Octagon Investment Partners 46 Ltd                                              | CUSIP: 67577VAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1948466.00   | 0.24%             | 2036-07-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing DAC                                                | Setanta Aircraft Leasing DAC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    275000 | PA      | $274175.00    | 0.03%             | 2028-11-05      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| CIT EDUCATION LOAN TRUST                                                    | CIT Education Loan Trust 2007-1                                                 | CUSIP: 17284LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175832 | PA      | $164218.15    | 0.02%             | 2042-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-6                                                   | CUSIP: 78445CAE2<br>LEI: 549300JQFJDGC1WO7674 | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $168628.41    | 0.02%             | 2083-07-26      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Structured Receivables Finance                                              | Structured Receivables Finance 2010-A LLC                                       | CUSIP: 86365FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    421403 | PA      | $423274.58    | 0.05%             | 2046-01-16      | Fixed         | 7.61%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    285000 | PA      | $231134.01    | 0.03%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3139322 | PA      | $2555534.53   | 0.31%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                             | PerkinElmer Inc                                                                 | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1901795.84   | 0.23%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                                                | Saxon Asset Securities Trust 2007-1                                             | CUSIP: 80556BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4673246 | PA      | $4206980.53   | 0.51%             | 2047-01-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                                              | Structured Asset Mortgage Investments II Trust 2006-AR3                         | CUSIP: 86360KAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1786142 | PA      | $982684.48    | 0.12%             | 2036-05-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2009-3                                                   | CUSIP: 78445RAA7<br>LEI: 549300SSKEO0UXU85O97 | Long             | ABS-O            | CORP              | US        |   2300459 | PA      | $2194669.56   | 0.27%             | 2045-01-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1047713.54   | 0.13%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brazos Higher Education Author                                              | Brazos Higher Education Authority Inc                                           | CUSIP: 10620NCL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    942123 | PA      | $929579.89    | 0.11%             | 2036-10-27      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                              | JPMBB Commercial Mortgage Securities Trust 2015-C29                             | CUSIP: 46644RBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21098796 | PA      | $227069.46    | 0.03%             | 2048-05-15      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                | 7-Eleven Inc                                                                    | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1489950.69   | 0.18%             | 2024-02-10      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-9                                                   | CUSIP: 78445JAA5<br>LEI: 549300MTK92VF84VT259 | Long             | ABS-O            | CORP              | US        |    514030 | PA      | $504938.53    | 0.06%             | 2023-04-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                              | Air Lease Corp                                                                  | CUSIP: 00912XBA1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    820000 | PA      | $778372.45    | 0.09%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | US ULTRA TREASURY BOND                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -70 | NC      | $-19655.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                    | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $457501.95    | 0.06%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA Inc                                        | Grifols Worldwide Operations USA Inc                                            | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     92556 | PA      | $89702.09     | 0.01%             | 2027-11-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179UVX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43589 | PA      | $39479.25     | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                                              | First Horizon Alternative Mortgage Securities Trust 2004-AA3                    | CUSIP: 32051D6B3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40448 | PA      | $36529.38     | 0.00%             | 2034-09-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                    | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92211MAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2014250 | PA      | $1970777.53   | 0.24%             | 2043-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | Wells Fargo & Co                                                                | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    305000 | PA      | $284569.75    | 0.03%             | 2026-02-11      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                     | Metropolitan Life Global Funding I                                              | CUSIP: 59217GEZ8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1078302.61   | 0.13%             | 2029-03-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE                                                       | Global Switch Finance BV                                                        | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |    925000 | PA      | $838210.02    | 0.10%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust Inc                                               | CUSIP: 17307G2S6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |   1657999 | PA      | $1638287.73   | 0.20%             | 2036-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    750000 | PA      | $717243.97    | 0.09%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                                              | Banc of America Funding 2003-2 Trust                                            | CUSIP: 05946XCR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3608 | PA      | $3523.20      | 0.00%             | 2032-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-4                                                   | CUSIP: 78445AAE6<br>LEI: 549300EQOYJZL2D96G46 | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $178033.31    | 0.02%             | 2073-04-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| CHEVY CHASE MORTGAGE FUNDING C                                              | Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2005-2              | CUSIP: 16678RDK0<br>LEI: 549300QD5ZVFK417DY24 | Long             | ABS-MBS          | CORP              | US        |     41519 | PA      | $35376.29     | 0.00%             | 2036-05-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-6                                                   | CUSIP: 78445CAD4<br>LEI: 549300JQFJDGC1WO7674 | Long             | ABS-O            | CORP              | US        |   1525267 | PA      | $1468275.72   | 0.18%             | 2023-07-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    374000 | PA      | $345253.48    | 0.04%             | 2025-09-25      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| US AIRWAYS 2012-2A PTT                                                      | US Airways 2012-2 Class A Pass Through Trust                                    | CUSIP: 90345WAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    229709 | PA      | $209282.64    | 0.03%             | 2025-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     97985 | PA      | $87818.95     | 0.01%             | 2027-04-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2275264.27   | 0.28%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136B2TU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25737 | PA      | $24901.24     | 0.00%             | 2047-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ingram Micro Inc                                                            | Ingram Micro Inc                                                                | CUSIP: 45258FAB6<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |     67674 | PA      | $66827.60     | 0.01%             | 2028-06-30      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3825000 | PA      | $3586597.24   | 0.44%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2                                              | BX Commercial Mortgage Trust 2019-XL                                            | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1998310 | PA      | $1974491.24   | 0.24%             | 2036-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4610000 | PA      | $4594961.90   | 0.56%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  1 | On Loan: No      |
| MACQUARIE GROUP LTD                                                         | Macquarie Group Ltd                                                             | CUSIP: 55608JBA5<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1760000 | PA      | $1616292.73   | 0.20%             | 2025-10-14      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                | Entegris Inc                                                                    | CUSIP: 29362LAL8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | LON              | CORP              | US        |    130000 | PA      | $129814.10    | 0.02%             | 2029-07-06      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                | CubeSmart LP                                                                    | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    220000 | PA      | $183611.04    | 0.02%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin M                                              | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3                  | CUSIP: 59024VAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    593123 | PA      | $463319.17    | 0.06%             | 2037-06-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                               | FirstCash Inc                                                                   | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    415000 | PA      | $371641.18    | 0.05%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SAFINA LTD                                                                  | Safina Ltd                                                                      | CUSIP: 78657AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1587858 | PA      | $1560144.97   | 0.19%             | 2023-12-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1375641.29   | 0.17%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                            | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    550000 | PA      | $501652.12    | 0.06%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                      | Cox Communications Inc                                                          | CUSIP: 224044CN5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    705000 | PA      | $563160.30    | 0.07%             | 2031-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                                      | Sydney Airport Finance Co Pty Ltd                                               | CUSIP: 87124VAE9<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |    410000 | PA      | $389113.83    | 0.05%             | 2025-04-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                                        | Crown Finance US Inc                                                            | CUSIP: 22834KAL5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    255687 | PA      | $251799.45    | 0.03%             | 2023-09-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1644008.46   | 0.20%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                          | Union Pacific Corp                                                              | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4308.27      | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1701867 | PA      | $1385335.29   | 0.17%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                         | Macquarie Group Ltd                                                             | CUSIP: 55608JBE7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    265000 | PA      | $230724.17    | 0.03%             | 2033-06-21      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| JPMorgan US Government Money Market Fund                                    | JPMorgan US Government Money Market Fund                                        | CUSIP: 4812C2684<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |  16179000 | NS      | $16179000.00  | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| New Century Home Equity Loan T                                              | New Century Home Equity Loan Trust 2005-1                                       | CUSIP: 64352VKA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1473713 | PA      | $1442107.10   | 0.18%             | 2035-03-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                         | Freddie Mac STACR REMIC Trust 2022-DNA2                                         | CUSIP: 35564KRF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1947307.94   | 0.24%             | 2042-02-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| MASTR Seasoned Securitization                                               | MASTR Seasoned Securitization Trust 2005-1                                      | CUSIP: 55265WCK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16404 | PA      | $15392.45     | 0.00%             | 2032-10-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                       | Amcor Finance USA Inc                                                           | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1850151.42   | 0.23%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $29460.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    415000 | PA      | $392787.11    | 0.05%             | 2032-05-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                    | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1160000 | PA      | $1072070.87   | 0.13%             | 2025-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                             | Whatabrands LLC                                                                 | CUSIP: 96244UAF4<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    470250 | PA      | $455554.69    | 0.06%             | 2028-08-03      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1089065.85   | 0.13%             | 2026-11-19      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Student Loan Consolidation Cen                                              | Student Loan Consolidation Center Student Loan Trust I                          | CUSIP: 86386MAX2<br>LEI: 5493008KMDJ3GC7JUA63 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $461812.00    | 0.06%             | 2042-07-01      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                    | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2512000 | PA      | $1937932.77   | 0.24%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Indymac Manufactured Housing C                                              | Indymac Manufactured Housing Contract Pass-Through Certificates Series 1997-1   | CUSIP: 22540ABD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7918 | PA      | $7821.53      | 0.00%             | 2028-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT WTR & PWR                                               | Los Angeles Department of Water & Power                                         | CUSIP: 544495VX9<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51184.10     | 0.01%             | 2027-07-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                   | Nelnet Student Loan Trust                                                       | CUSIP: 64033MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1370000 | PA      | $1334863.88   | 0.16%             | 2048-11-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                                    | Bear Stearns ALT-A Trust 2004-12                                                | CUSIP: 07386HNU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1723163 | PA      | $1669972.49   | 0.20%             | 2035-01-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    430000 | PA      | $329909.52    | 0.04%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                        | Charter Communications Operating LLC                                            | CUSIP: 16117LBX6<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |     96992 | PA      | $94858.62     | 0.01%             | 2027-02-01      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140Q83V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    582220 | PA      | $570313.45    | 0.07%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd                                                             | Barings CLO Ltd 2013-I                                                          | CUSIP: 06760EAA4<br>LEI: 54930079SUKCXYW8DR07 | Long             | ABS-CBDO         | CORP              | KY        |    865773 | PA      | $860152.73    | 0.10%             | 2028-01-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                      | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $57568.59     | 0.01%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                     | Becton Dickinson and Co                                                         | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    589000 | PA      | $575044.32    | 0.07%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                            | CSC Holdings LLC                                                                | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     90000 | PA      | $61398.00     | 0.01%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Penn National Gaming Inc                                                    | Penn Entertainment Inc                                                          | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     47243 | PA      | $46852.18     | 0.01%             | 2029-05-03      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7361000 | PA      | $7389466.39   | 0.90%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27950000 | PA      | $27775312.50  | 3.39%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  1 | On Loan: No      |
| BOEING CO                                                                   | Boeing Co/The                                                                   | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1244497.64   | 0.15%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                  | Navient Student Loan Trust 2014-1                                               | CUSIP: 63938EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    474059 | PA      | $448850.78    | 0.05%             | 2031-06-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  73960000 | PA      | $73559395.66  | 8.97%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    700000 | PA      | $637944.22    | 0.08%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                    | Amentum Government Services Holdings LLC                                        | CUSIP: 57776DAB9<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |    285957 | PA      | $280356.18    | 0.03%             | 2027-01-29      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | Credit-Based Asset Servicing and Securitization LLC                             | CUSIP: 12489WGJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    483937 | PA      | $446785.25    | 0.05%             | 2032-12-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Brazos Higher Education Author                                              | Brazos Higher Education Authority Inc                                           | CUSIP: 10620NCG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3320 | PA      | $3305.07      | 0.00%             | 2030-02-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | CSMC 2022-ATH2                                                                  | CUSIP: 12665WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1893169 | PA      | $1817052.77   | 0.22%             | 2067-05-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Sophia LP                                                                   | Sophia LP                                                                       | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     88844 | PA      | $85956.86     | 0.01%             | 2027-10-07      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DTJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2456740 | PA      | $2072645.65   | 0.25%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                 | 2 YEAR US TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      1174 | NC      | $263345.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayview Commercial Asset Trust                                              | Bayview Commercial Asset Trust 2004-3                                           | CUSIP: 07324SAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    202262 | PA      | $201856.52    | 0.02%             | 2035-01-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                                                    | Diamond Sports Group LLC / Diamond Sports Finance Co                            | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1007000 | PA      | $119581.25    | 0.01%             | 2026-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T                                              | New Century Home Equity Loan Trust Series 2005-D                                | CUSIP: 64352VPK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281241 | PA      | $280399.67    | 0.03%             | 2036-02-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Tru                                              | Soundview Home Loan Trust 2005-OPT4                                             | CUSIP: 83611MJL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $3978350.37   | 0.48%             | 2035-12-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST ECON DEV FING                                               | Pennsylvania Economic Development Financing Authority                           | CUSIP: 70870JBL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $36249.06     | 0.00%             | 2027-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXTX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32396 | PA      | $34485.87     | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31396WVQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31784 | PA      | $31426.31     | 0.00%             | 2037-07-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| CenturyLink Inc                                                             | Lumen Technologies Inc                                                          | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     23955 | PA      | $22793.79     | 0.00%             | 2027-03-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179UXH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21281 | PA      | $18575.41     | 0.00%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MKT 2020-525M Mortgage Trust                                                | MKT 2020-525M Mortgage Trust                                                    | CUSIP: 55316PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $406922.57    | 0.05%             | 2040-02-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                            | Duke Energy Corp                                                                | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1029205.99   | 0.13%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140Q9N25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7504 | PA      | $7350.30      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nationstar Home Equity Loan Tr                                              | Nationstar Home Equity Loan Trust 2007-B                                        | CUSIP: 63860LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1131612 | PA      | $1123471.41   | 0.14%             | 2037-04-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holding Inc                           | Element Materials Technology Group US Holdings Inc                              | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |     42657 | PA      | $41785.75     | 0.01%             | 2029-06-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136B1Z72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195617 | PA      | $174288.04    | 0.02%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                    | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    758000 | PA      | $635463.16    | 0.08%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                          | Boston Gas Co                                                                   | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2104476.53   | 0.26%             | 2032-03-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| SKYAF 2020-1 A                                                              | SKYAF 2020-1 A                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2065026 | PA      | $1830370.97   | 0.22%             | 2038-05-10      | Floating      | 3.23%                 | No            |                  3 | On Loan: No      |
| Transdigm Inc                                                               | TransDigm Inc                                                                   | CUSIP: 89364MBQ6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    289045 | PA      | $286451.13    | 0.03%             | 2025-05-30      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                 | OCP CLO 2020-19 Ltd                                                             | CUSIP: 670881AM3<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1792280.00   | 0.22%             | 2034-10-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFWR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    679815 | PA      | $657917.92    | 0.08%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                    | International Flavors & Fragrances Inc                                          | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    950000 | PA      | $840716.66    | 0.10%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MEX22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18535 | PA      | $17398.79     | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                           | Post Holdings Inc                                                               | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    600000 | PA      | $582000.00    | 0.07%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                         | CommonSpirit Health                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1358532.58   | 0.17%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                      | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    265000 | PA      | $230086.69    | 0.03%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMUF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17940 | PA      | $16859.12     | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2645076 | PA      | $2240741.67   | 0.27%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RUBY PIPELINE LLC                                                           | Ruby Pipeline LLC                                                               | CUSIP: 781172AB7<br>LEI: 549300VXRTBPBK07QT94 | Long             | DBT              | CORP              | US        |    561364 | PA      | $611886.36    | 0.07%             | 2022-04-01      | Variable      | 8.00%                 | No            |                  3 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    460000 | PA      | $349746.21    | 0.04%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Nortonlifelock Inc.                                                         | Gen Digital Inc                                                                 | CUSIP: 66877AAD0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    530000 | PA      | $522161.30    | 0.06%             | 2029-09-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management                                          | Dreyfus Government Cash Management                                              | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |  40127000 | NS      | $40127000.00  | 4.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31410G2R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50477 | PA      | $52114.30     | 0.01%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                     | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    385000 | PA      | $383357.83    | 0.05%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                       | Caesars Entertainment Inc                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    300000 | PA      | $244584.37    | 0.03%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1059001.31   | 0.13%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179S5P8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13784 | PA      | $13986.88     | 0.00%             | 2047-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                    | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    155000 | PA      | $136679.92    | 0.02%             | 2026-08-21      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                                                       | Global SC Finance II SRL                                                        | CUSIP: 37952UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BB        |    263344 | PA      | $253784.84    | 0.03%             | 2029-07-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1435000 | PA      | $1190884.80   | 0.15%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                       | Athene Global Funding                                                           | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    530000 | PA      | $473160.02    | 0.06%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Pro                                              | RAMP Series 2003-SL1 Trust                                                      | CUSIP: 760985E72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15413 | PA      | $13262.42     | 0.00%             | 2031-04-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    386362 | PA      | $337238.42    | 0.04%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140Q83U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8373 | PA      | $8201.56      | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                   | Amgen Inc                                                                       | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $443817.03    | 0.05%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                    | Neuberger Berman CLO XX Ltd                                                     | CUSIP: 64130TBA2<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |   2140000 | PA      | $2082583.80   | 0.25%             | 2034-07-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418AWX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    749778 | PA      | $706210.96    | 0.09%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                    | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    911000 | PA      | $809401.22    | 0.10%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2045000 | PA      | $1790579.48   | 0.22%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NCR Corporation                                                             | NCR Corp                                                                        | CUSIP: 62886VAP5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | LON              | CORP              | US        |    197583 | PA      | $192396.86    | 0.02%             | 2026-08-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                      | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1404794.27   | 0.17%             | 2032-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                | Hudson Yards 2019-55HY Mortgage Trust                                           | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    765000 | PA      | $642800.20    | 0.08%             | 2041-12-10      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                               | JGWPT XXX LLC                                                                   | CUSIP: 46617LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    344834 | PA      | $309052.85    | 0.04%             | 2073-01-17      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Academic Loan Funding Trust                                                 | Academic Loan Funding Trust 2012-1                                              | CUSIP: 00400VAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    453323 | PA      | $445925.82    | 0.05%             | 2044-12-27      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                | Hudson Yards 2019-30HY Mortgage Trust                                           | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $655212.87    | 0.08%             | 2039-07-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1094256.98   | 0.13%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                      | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc              | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $81035.00     | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                                  | Morgan Stanley ABS Capital I Inc Trust 2004-NC7                                 | CUSIP: 61744CFQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114628 | PA      | $107895.55    | 0.01%             | 2034-07-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holding Inc                           | Element Materials Technology Group US Holdings Inc                              | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |     19688 | PA      | $19285.74     | 0.00%             | 2029-06-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    860000 | PA      | $792509.63    | 0.10%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140X5SG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    951930 | PA      | $883874.15    | 0.11%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SLC Student Loan Trust                                                      | SLC Student Loan Trust 2008-1                                                   | CUSIP: 78444LAD5<br>LEI: 5493007QNQ56NU0MGE13 | Long             | ABS-O            | CORP              | US        |    171471 | PA      | $170789.53    | 0.02%             | 2032-12-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    865000 | PA      | $860722.83    | 0.10%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                    | Piedmont Operating Partnership LP                                               | CUSIP: 720198AC4<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1198613.32   | 0.15%             | 2023-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                   | Aetna Inc                                                                       | CUSIP: 00817YAQ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1215118.24   | 0.15%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $2502918.13   | 0.31%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                         | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    415000 | PA      | $306671.76    | 0.04%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2560081.70   | 0.31%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                          | BX Trust 2019-OC11                                                              | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $314742.90    | 0.04%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                         | Avantor Funding Inc                                                             | CUSIP: 05350NAL8<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |    255840 | PA      | $255040.58    | 0.03%             | 2027-11-08      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                     | GSR Mortgage Loan Trust 2004-9                                                  | CUSIP: 36242DBU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8476 | PA      | $8393.53      | 0.00%             | 2034-08-25      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $840374.13    | 0.10%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                             | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $973007.19    | 0.12%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | Credit Suisse Mortgage Capital Certificates 2019-ICE4                           | CUSIP: 12653VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1825000 | PA      | $1768667.45   | 0.22%             | 2036-05-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3055000 | PA      | $2568402.11   | 0.31%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-5                                                   | CUSIP: 78444YAE5<br>LEI: 549300SRMXHPGI3BJ386 | Long             | ABS-O            | CORP              | US        |   2235000 | PA      | $2118075.08   | 0.26%             | 2073-07-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                 | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1929513.88   | 0.24%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                    | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1575000 | PA      | $1475915.41   | 0.18%             | 2025-03-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                    | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    640000 | PA      | $589418.82    | 0.07%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQUISITION PLC                                                     | Trinity Acquisition PLC                                                         | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |   1385000 | PA      | $1343024.60   | 0.16%             | 2026-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                            | BAT Capital Corp                                                                | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    555000 | PA      | $433164.23    | 0.05%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Government National Mortgage Association                                        | CUSIP: 38374FGE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1485 | PA      | $1483.73      | 0.00%             | 2023-11-26      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375000 | PA      | $340546.97    | 0.04%             | 2053-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Recette CLO LLC                                                             | Recette Clo Ltd                                                                 | CUSIP: 75620TAW8<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |   1875000 | PA      | $1819777.50   | 0.22%             | 2034-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                              | IndyMac INDX Mortgage Loan Trust 2004-AR8                                       | CUSIP: 45660N2J3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20235 | PA      | $17409.61     | 0.00%             | 2034-11-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                  | Navient Student Loan Trust 2014-3                                               | CUSIP: 63938JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1314513 | PA      | $1264266.68   | 0.15%             | 2083-03-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                            | CSC Holdings LLC                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    674000 | PA      | $552420.51    | 0.07%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 197677AJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83780.92     | 0.01%             | 2027-12-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                    | Occidental Petroleum Corp                                                       | CUSIP: 674599DG7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    444000 | PA      | $227101.56    | 0.03%             | 2036-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31393USG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2226 | PA      | $2230.99      | 0.00%             | 2034-01-25      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418C4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    516156 | PA      | $505600.79    | 0.06%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                                    | Equitable Financial Life Global Funding                                         | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1031408.85   | 0.13%             | 2026-07-12      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                              | Open Text Corp                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $252500.00    | 0.03%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1195000 | PA      | $967286.49    | 0.12%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                       | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-884095.38   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Mid-State Trust                                                             | Mid-State Trust XI                                                              | CUSIP: 59549WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    323746 | PA      | $312554.74    | 0.04%             | 2038-07-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                    | Capital One Financial Corp                                                      | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2002187.29   | 0.24%             | 2024-12-06      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN EDISON CO                                                      | Metropolitan Edison Co                                                          | CUSIP: 591894CB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $736894.33    | 0.09%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                     | Zayo Group Holdings Inc                                                         | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    400395 | PA      | $326129.52    | 0.04%             | 2027-03-09      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                                          | CDS W BERRY                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | N/A              | DCR              | CORP              | US        |         1 | NC      | $37707.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                             | Trans Union LLC                                                                 | CUSIP: 89334GAZ7<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     58305 | PA      | $57830.97     | 0.01%             | 2028-12-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138LFCY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47249 | PA      | $38586.18     | 0.00%             | 2036-09-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53288.59     | 0.01%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMRESCO Residential Securities                                              | Amresco Residential Securities Corp Mortgage Loan Trust 1998-1                  | CUSIP: 03215PDM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2545 | PA      | $2528.72      | 0.00%             | 2027-10-25      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                         | Artera Services LLC                                                             | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    227000 | PA      | $190486.31    | 0.02%             | 2025-12-04      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                    | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1365000 | PA      | $1335126.24   | 0.16%             | 2026-08-11      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200352.13    | 0.02%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                | Acrisure LLC                                                                    | CUSIP: 00488PAL9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    247455 | PA      | $232807.35    | 0.03%             | 2027-02-15      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                              | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H92N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2039744 | PA      | $1995288.87   | 0.24%             | 2029-07-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Secu                                              | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                            | CUSIP: 78413MAE8<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $30933.80     | 0.00%             | 2043-01-05      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                       | HUB International Ltd                                                           | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     85876 | PA      | $85222.46     | 0.01%             | 2025-04-25      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                        | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    103000 | PA      | $99172.52     | 0.01%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERSO                                              | New York State Dormitory Authority                                              | CUSIP: 649902T29<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70815.51     | 0.01%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae I Pool                                                               | CUSIP: 36241LDP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    369225 | PA      | $363429.96    | 0.04%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                  | AbbVie Inc                                                                      | CUSIP: 00287YCV9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1342000 | PA      | $1322051.53   | 0.16%             | 2024-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                        | BAT International Finance PLC                                                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $292772.17    | 0.04%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                      | AthenaHealth Group Inc                                                          | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     32948 | PA      | $29830.23     | 0.00%             | 2029-02-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 3136B1Q80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3453 | PA      | $3298.31      | 0.00%             | 2047-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31402RQN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31919 | PA      | $32444.00     | 0.00%             | 2033-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin M                                              | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3                  | CUSIP: 59024VAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320959 | PA      | $198225.59    | 0.02%             | 2037-06-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch                                               | BAMLL Commercial Mortgage Securities Trust 2018-PARK                            | CUSIP: 05491YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1095000 | PA      | $990870.04    | 0.12%             | 2038-08-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                                                       | Intelsat Jackson Holdings SA                                                    | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |   1003000 | PA      | $0.00         | 0.00%             | 2024-10-15      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| PUBLIC SERVICE CO OF NEW                                                    | Public Service Co of New Mexico                                                 | CUSIP: 744542AC5<br>LEI: OFZN1UT56PNG1CGSR346 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1343716.36   | 0.16%             | 2025-08-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31665000 | PA      | $32300773.99  | 3.94%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFPH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40064 | PA      | $38728.66     | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA UNIF SCH DIST                                                | Los Angeles Unified School District/CA                                          | CUSIP: 544646XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    475000 | PA      | $496927.52    | 0.06%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae REMICS                                                               | CUSIP: 31397LXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    544558 | PA      | $41029.80     | 0.01%             | 2036-11-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                                               | JDE Peet's NV                                                                   | CUSIP: 47216QAA1<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   1650000 | PA      | $1508066.85   | 0.18%             | 2024-09-24      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                    | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAJ4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1730000 | PA      | $1701508.75   | 0.21%             | 2024-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                      | Rockford Tower CLO 2019-2 Ltd                                                   | CUSIP: 77341GAJ9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1952488.00   | 0.24%             | 2032-08-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Pre Paid Legal Services Inc                                                 | Pre-Paid Legal Services Inc                                                     | CUSIP: 74006LAS1<br>LEI: 549300DKH5WJ2J8QU878 | Long             | LON              | CORP              | US        |     96027 | PA      | $92563.71     | 0.01%             | 2028-12-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| PHYSICIANS REALTY LP                                                        | Physicians Realty LP                                                            | CUSIP: 71951QAA0<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283554.90    | 0.03%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                                               | United States Treasury Bill                                                     | CUSIP: 912796W47<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14747723.25  | 1.80%             | 2023-05-18      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                              | IndyMac INDX Mortgage Loan Trust 2004-AR7                                       | CUSIP: 45660NT96<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6913 | PA      | $5939.14      | 0.00%             | 2034-09-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                           | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2165280.42   | 0.26%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    900000 | PA      | $687578.66    | 0.08%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Indymac Manufactured Housing C                                              | Indymac Manufactured Housing Con Pass Thr Cert Series 1998-1                    | CUSIP: 22540AFG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43445 | PA      | $44658.56     | 0.01%             | 2028-09-25      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                | UBS Group AG                                                                    | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $968285.75    | 0.12%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-7                                                   | CUSIP: 78445FAE5<br>LEI: 54930067BGNOZYMNWK87 | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $183101.03    | 0.02%             | 2083-07-26      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                       | Level 3 Financing Inc                                                           | CUSIP: 52729KAP1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    988069 | PA      | $949341.29    | 0.12%             | 2027-03-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                 | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $867865.17    | 0.11%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    620000 | PA      | $452636.59    | 0.06%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                              | Air Lease Corp                                                                  | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    525000 | PA      | $448180.28    | 0.05%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                               | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $218801.49    | 0.03%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2425000 | PA      | $2026579.99   | 0.25%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                               | Citigroup Commercial Mortgage Trust 2016-GC37                                   | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $935319.29    | 0.11%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN EDISON CO                                                      | Metropolitan Edison Co                                                          | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $516618.88    | 0.06%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                              | C-BASS 2007-CB5 Trust                                                           | CUSIP: 12464YAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1183516 | PA      | $703240.67    | 0.09%             | 2037-04-25      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3133T1E99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1054 | PA      | $1054.55      | 0.00%             | 2023-10-15      | Floating      | 10.09%                | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                        | Heathrow Funding Ltd                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    725000 | PA      | $560649.27    | 0.07%             | 2034-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    215000 | PA      | $168851.10    | 0.02%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                    | Baylor Scott & White Holdings                                                   | CUSIP: 072863AE3<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1419998.97   | 0.17%             | 2026-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31292LGW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    505784 | PA      | $474208.56    | 0.06%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC (aka Protection 1 Security Solutions) | Prime Security Services Borrower LLC                                            | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |     99964 | PA      | $99214.04     | 0.01%             | 2026-09-23      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $829552.24    | 0.10%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                | Broadcom Inc                                                                    | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $763796.37    | 0.09%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Trugreen Limited Partnership                                                | TruGreen LP                                                                     | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    187150 | PA      | $166681.56    | 0.02%             | 2027-11-02      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CA CITY & CNTY P                                              | City of San Francisco CA Public Utilities Commission Water Revenue              | CUSIP: 79771FBF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    795000 | PA      | $620289.42    | 0.08%             | 2032-11-01      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                               | Citigroup Commercial Mortgage Trust 2016-GC36                                   | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3057526.55   | 0.37%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31410LAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71554 | PA      | $73002.06     | 0.01%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM Trust 2021-R3                                                               | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2490411 | PA      | $2207317.04   | 0.27%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DVKQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2636427 | PA      | $2447943.12   | 0.30%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    840000 | PA      | $804980.44    | 0.10%             | 2024-10-21      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential 2021-SFR8 Trust                                            | CUSIP: 74333TAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $948893.87    | 0.12%             | 2038-10-17      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128L0XJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3391 | PA      | $3513.83      | 0.00%             | 2037-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United AirLines Inc                                                         | United Airlines Inc                                                             | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |     39154 | PA      | $38770.42     | 0.00%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                                                | RealPage Inc                                                                    | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |     41291 | PA      | $39350.27     | 0.00%             | 2028-04-24      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities                                                        | Last Mile Securities PE 2021 DAC                                                | CUSIP: 000000000<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |   2172553 | PA      | $2232587.32   | 0.27%             | 2031-08-17      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-8                                                   | CUSIP: 78445GAE3<br>LEI: 549300R59P5DXM48DO55 | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $176719.41    | 0.02%             | 2075-10-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                              | IndyMac INDX Mortgage Loan Trust 2007-AR11                                      | CUSIP: 45669FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480643 | PA      | $381986.89    | 0.05%             | 2037-06-25      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                                              | Structured Adjustable Rate Mortgage Loan Trust                                  | CUSIP: 863579DE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    624375 | PA      | $569814.59    | 0.07%             | 2034-10-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac REMICS                                                              | CUSIP: 3137APLC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    447494 | PA      | $45191.47     | 0.01%             | 2042-04-15      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding LLC                                                | Deerfield Dakota Holding LLC                                                    | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    130192 | PA      | $121912.81    | 0.01%             | 2027-04-09      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                                                | Intelsat Jackson Holdings SA                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1596 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                     | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1443024.34   | 0.18%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                  | Navient Student Loan Trust 2014-4                                               | CUSIP: 63938QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1220386 | PA      | $1161624.80   | 0.14%             | 2083-03-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                              | Public Storage                                                                  | CUSIP: 000000000<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    575000 | PA      | $464466.64    | 0.06%             | 2030-09-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                         | General Electric Co                                                             | CUSIP: 36962GX74<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $921828.31    | 0.11%             | 2036-08-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $1982270.36   | 0.24%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                           | HSBC Holdings PLC                                                               | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1240000 | PA      | $1175302.76   | 0.14%             | 2028-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alpha Topco Limited - Delta 2 (Lux) Sarl                                    | Delta 2 Lux Sarl                                                                | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |     11946 | PA      | $11955.20     | 0.00%             | 2030-01-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fidelity Government Portfolio                                               | Fidelity Government Portfolio                                                   | CUSIP: 316175108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1015780 | NS      | $1015779.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP                                                                    | Fox Corp                                                                        | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1332463.25   | 0.16%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2004-2                                                   | CUSIP: 78442GLB0<br>LEI: 549300Y3YMECZJOAL893 | Long             | ABS-O            | CORP              | US        |    120585 | PA      | $111975.31    | 0.01%             | 2039-07-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                                    | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1761050.44   | 0.21%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Hostess Brands LLC                                                          | Hostess Brands LLC                                                              | CUSIP: 44108HAJ0<br>LEI: 549300SW7FLS4O41LD19 | Long             | LON              | CORP              | US        |    151919 | PA      | $151689.76    | 0.02%             | 2025-08-03      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31384LWG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         5 | PA      | $4.69         | 0.00%             | 2026-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                    | International Flavors & Fragrances Inc                                          | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $903082.03    | 0.11%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Osmosis Buyer Limited                                                       | AI Aqua Merger Sub Inc                                                          | CUSIP: 00132UAM6<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     10746 | PA      | $10146.14     | 0.00%             | 2028-07-31      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                                 | Bacardi Ltd                                                                     | CUSIP: 067316AE9<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   1045000 | PA      | $1014902.43   | 0.12%             | 2025-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                    | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19138.10     | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                              | Air Lease Corp                                                                  | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    355000 | PA      | $321854.86    | 0.04%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                                     | Cboe Global Markets Inc                                                         | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    820000 | PA      | $686020.25    | 0.08%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE                                              | County of Miami-Dade FL Aviation Revenue                                        | CUSIP: 59333P2P2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $214471.69    | 0.03%             | 2031-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TCZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    121233 | PA      | $120041.51    | 0.01%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANDALWOOD 2013 LLC                                                         | Sandalwood 2013 LLC                                                             | CUSIP: 79977TAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    863251 | PA      | $840084.28    | 0.10%             | 2025-07-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GGT0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     93000 | PA      | $89157.95     | 0.01%             | 2025-10-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60805000 | PA      | $60816939.06  | 7.41%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  1 | On Loan: No      |
| BAYER US FINANCE II LLC                                                     | Bayer US Finance II LLC                                                         | CUSIP: 07274NAY9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1088496.63   | 0.13%             | 2025-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                    | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAJ3<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1337892.01   | 0.16%             | 2025-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | Eurex 5 Year Euro BOBL                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -34 | NC      | $124045.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ5E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150219 | PA      | $150331.77    | 0.02%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2012-7                                                   | CUSIP: 78447KAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    517817 | PA      | $475893.77    | 0.06%             | 2026-05-26      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co                                                              | KFC Holding Co                                                                  | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |     81957 | PA      | $81034.92     | 0.01%             | 2028-03-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                      | Credit Suisse Group AG                                                          | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    750000 | PA      | $521389.13    | 0.06%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                    | Constellation Brands Inc                                                        | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $967965.81    | 0.12%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                 | Asurion LLC                                                                     | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     32925 | PA      | $25787.44     | 0.00%             | 2029-01-20      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                    | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    725000 | PA      | $651000.84    | 0.08%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $3564167.53   | 0.43%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                          | Royalty Pharma PLC                                                              | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    675000 | PA      | $527933.03    | 0.06%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                    | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $457382.89    | 0.06%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                                       | Prologis Euro Finance LLC                                                       | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117786.03    | 0.01%             | 2031-09-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001220.00   | 0.12%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    800000 | PA      | $726528.46    | 0.09%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                    | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    225000 | PA      | $209317.23    | 0.03%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                                            | Santander UK PLC                                                                | CUSIP: 80283LAA1<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $331144.44    | 0.04%             | 2023-11-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    315000 | PA      | $278692.83    | 0.03%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31283HWH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    163566 | PA      | $174346.33    | 0.02%             | 2032-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                      | SES SA                                                                          | CUSIP: 78413HAA7<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |   1500000 | PA      | $1490202.92   | 0.18%             | 2023-04-04      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Indymac Manufactured Housing C                                              | Indymac Manufactured Housing Contract Pass-Through Certificates Series 1997-1   | CUSIP: 22540ABC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29745 | PA      | $29368.59     | 0.00%             | 2028-02-25      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Osmosis Buyer Limited                                                       | AI Aqua Merger Sub Inc                                                          | CUSIP: 00132UAL8<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     61790 | PA      | $58340.32     | 0.01%             | 2028-07-31      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3464 | PA      | $3329.06      | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                      | SLM Student Loan Trust 2008-2                                                   | CUSIP: 784442AD7<br>LEI: 549300MHMWVKFEDI8G73 | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $141536.31    | 0.02%             | 2083-01-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                 | Netflix Inc                                                                     | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    720000 | PA      | $757124.23    | 0.09%             | 2029-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                           | NatWest Group PLC                                                               | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1165000 | PA      | $1154394.90   | 0.14%             | 2024-06-25      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                  | Navient Student Loan Trust 2016-2                                               | CUSIP: 63940FAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1459572 | PA      | $1447100.58   | 0.18%             | 2065-06-25      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                               | TransDigm Inc                                                                   | CUSIP: 89364MBR4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     39520 | PA      | $39114.76     | 0.00%             | 2025-12-09      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                              | S&P Global Inc                                                                  | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440442.25    | 0.05%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                           | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -24 | NC      | $202569.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                                      | Digital Dutch Finco BV                                                          | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |   1185000 | PA      | $925771.87    | 0.11%             | 2031-02-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31407YQ28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2785 | PA      | $2737.08      | 0.00%             | 2035-12-01      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                | CubeSmart LP                                                                    | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    270000 | PA      | $222948.83    | 0.03%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CRANE HOLDINGS CO                                                           | Crane Holdings Co                                                               | CUSIP: 224399AR6<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1120753.49   | 0.14%             | 2023-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31385HUQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       415 | PA      | $425.46       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                     | Bayer US Finance II LLC                                                         | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   2914000 | PA      | $2741287.80   | 0.33%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                                              | PRPM 2021-11 LLC                                                                | CUSIP: 69362QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1527138 | PA      | $1384859.42   | 0.17%             | 2026-11-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31297CWX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58720 | PA      | $60250.89     | 0.01%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                   | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  34775000 | PA      | $34265609.89  | 4.18%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    531000 | PA      | $528080.73    | 0.06%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                                              | Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd                          | CUSIP: 03881EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1688000 | PA      | $1642607.40   | 0.20%             | 2036-05-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                    | Willis North America Inc                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $992762.59    | 0.12%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1274158.97   | 0.16%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                            | Arches Buyer Inc                                                                | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |     52343 | PA      | $48597.02     | 0.01%             | 2027-12-06      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                                       | One Bryant Park Trust 2019-OBP                                                  | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    960000 | PA      | $791632.27    | 0.10%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                         | Petroleos Mexicanos                                                             | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1650000 | PA      | $1200840.63   | 0.15%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                                              | Structured Asset Mortgage Investments II Trust 2005-AR8                         | CUSIP: 86359LRY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232125 | PA      | $184512.06    | 0.02%             | 2036-02-25      | Floating      | 1.57%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** METROPOLITAN WEST FUNDS

**Signature:** Eric Chan

**Name of Signer:** Eric Chan

**Title:** Managing Director